+107.0%
WM vs ABCL
-81.3%
+188.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.2% |
| 7D | -0.3% | +0.7% | -1.0% | -0.3% |
| 30D | -2.4% | +93.1% | -95.4% | -1.4% |
| 3M | +0.4% | +79.4% | -79.0% | +1.5% |
| 6M | -9.5% | +214.9% | -224.4% | -8.1% |
| YTD | +0.5% | +234.2% | -233.7% | +2.2% |
| 1Y | -1.1% | +174.8% | -175.8% | +0.4% |
| 3Y | +46.0% | +104.5% | -58.4% | +48.1% |
| 5Y | +51.8% | -39.0% | +90.8% | +52.4% |
| All | +107.0% | -81.3% | +188.3% | +111.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling