+213.3%
WPM vs ABCL
+156.0%
+57.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.7% | -3.8% | +2.1% |
| 7D | +16.9% | -3.2% | +20.1% | +17.1% |
| 30D | +2.0% | -7.4% | +9.4% | +2.6% |
| 3M | +8.9% | +81.9% | -73.0% | -0.1% |
| 6M | +1.6% | +135.7% | -134.1% | -10.5% |
| YTD | +16.5% | +247.4% | -230.9% | -1.9% |
| 1Y | +42.2% | +162.3% | -120.1% | +21.7% |
| 3Y | +213.3% | +165.5% | +47.8% | +174.2% |
| All | +213.3% | +156.0% | +57.3% | +174.2% |
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