+13.9%
WSM vs ABCL
+164.4%
-150.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.3% | +0.1% |
| 7D | +2.6% | -2.7% | +5.3% | +2.8% |
| 30D | -9.3% | +18.3% | -27.6% | -10.8% |
| 3M | +7.1% | +108.5% | -101.4% | -1.4% |
| 6M | +21.7% | +213.9% | -192.2% | +6.4% |
| YTD | +28.7% | +223.1% | -194.4% | +11.4% |
| 1Y | +13.9% | +160.6% | -146.8% | -0.4% |
| All | +13.9% | +164.4% | -150.5% | -0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling