+211.2%
WPM vs ABCL
+189.1%
+22.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.8% | 0.0% | -2.4% |
| 7D | -0.5% | +4.4% | -4.9% | -1.0% |
| 30D | -3.1% | -7.9% | +4.7% | -2.4% |
| 3M | -2.2% | +12.2% | -14.4% | -4.2% |
| 6M | -7.4% | +134.7% | -142.1% | -18.3% |
| YTD | +12.6% | +239.8% | -227.1% | -4.8% |
| 1Y | +22.8% | +192.7% | -169.9% | +4.8% |
| All | +211.2% | +189.1% | +22.1% | +172.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling