+301.6%
WPM vs ABCL
-81.3%
+382.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.2% | -0.9% |
| 7D | +1.1% | +0.7% | +0.4% | +1.0% |
| 30D | +26.4% | +93.1% | -66.7% | +18.1% |
| 3M | +20.8% | +79.4% | -58.6% | +13.3% |
| 6M | +1.1% | +214.9% | -213.8% | -9.9% |
| YTD | +32.5% | +234.2% | -201.8% | +17.1% |
| 1Y | +51.5% | +174.8% | -123.2% | +35.1% |
| 3Y | +267.0% | +104.5% | +162.5% | +225.9% |
| 5Y | +250.1% | -39.0% | +289.1% | +228.8% |
| All | +301.6% | -81.3% | +382.9% | +296.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling