+247.2%
WPM vs ABCL
-21.8%
+269.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.7% | -3.8% | +2.2% |
| 7D | +16.9% | -3.2% | +20.1% | +17.1% |
| 30D | +2.0% | -7.4% | +9.4% | +2.5% |
| 3M | +8.9% | +81.9% | -73.0% | +1.1% |
| 6M | +1.6% | +135.7% | -134.1% | -8.9% |
| YTD | +16.5% | +247.4% | -230.9% | +0.4% |
| 1Y | +42.2% | +162.3% | -120.1% | +24.7% |
| 3Y | +213.3% | +165.5% | +47.8% | +168.6% |
| All | +247.2% | -21.8% | +269.0% | +231.8% |
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