+59.7%
WM vs ABCL
-21.8%
+81.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.7% | -8.8% | -2.0% |
| 7D | +1.2% | -3.2% | +4.4% | +1.2% |
| 30D | +13.1% | -7.4% | +20.5% | +13.0% |
| 3M | +3.6% | +81.9% | -78.3% | +4.5% |
| 6M | +8.1% | +135.7% | -127.6% | +9.3% |
| YTD | +8.9% | +247.4% | -238.5% | +10.2% |
| 1Y | +20.3% | +162.3% | -141.9% | +21.7% |
| 3Y | +46.2% | +165.5% | -119.3% | +47.4% |
| All | +59.7% | -21.8% | +81.5% | +60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ABCL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling