+382.4%
WSM vs ABCL
-81.2%
+463.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +2.6% | +1.4% | +1.2% | +2.4% |
| 30D | -9.5% | +65.1% | -74.6% | -16.1% |
| 3M | +12.9% | +111.1% | -98.2% | +0.5% |
| 6M | +23.0% | +231.6% | -208.6% | +2.2% |
| YTD | +28.9% | +234.5% | -205.6% | +6.0% |
| 1Y | +13.7% | +174.3% | -160.7% | -5.3% |
| 3Y | +232.6% | +111.5% | +121.2% | +170.7% |
| 5Y | +185.9% | -37.3% | +223.1% | +141.3% |
| All | +382.4% | -81.2% | +463.6% | +289.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling