+207.0%
WPM vs ABCL
-26.2%
+233.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.9% | -0.1% |
| 7D | -3.6% | -3.3% | -0.3% | -3.2% |
| 30D | +1.4% | -7.1% | +8.6% | +2.0% |
| 3M | -0.2% | +4.7% | -4.9% | -1.2% |
| 6M | -7.3% | +140.9% | -148.2% | -17.0% |
| YTD | +12.3% | +236.0% | -223.6% | -2.9% |
| 1Y | +24.9% | +217.4% | -192.5% | +8.4% |
| 3Y | +210.4% | +188.7% | +21.7% | +164.5% |
| All | +207.0% | -26.2% | +233.3% | +198.4% |
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