+301.9%
WPM vs ABCL
-81.2%
+383.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +7.0% | +1.4% | +5.6% | +6.9% |
| 30D | +15.7% | +65.1% | -49.3% | +9.8% |
| 3M | +35.2% | +111.1% | -75.9% | +24.8% |
| 6M | +6.1% | +231.6% | -225.5% | -5.8% |
| YTD | +32.6% | +234.5% | -201.9% | +17.2% |
| 1Y | +46.9% | +174.3% | -127.4% | +31.0% |
| 3Y | +276.3% | +111.5% | +164.8% | +233.5% |
| 5Y | +260.0% | -37.3% | +297.3% | +237.5% |
| All | +301.9% | -81.2% | +383.2% | +296.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling