+455.5%
WSM vs ABCL
-79.6%
+535.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | +3.1% | +2.3% | +0.8% | +2.8% |
| 30D | +8.5% | -0.7% | +9.2% | +8.1% |
| 3M | +4.6% | +33.4% | -28.8% | -0.3% |
| 6M | +44.5% | +137.8% | -93.2% | +25.0% |
| YTD | +48.4% | +264.3% | -215.9% | +19.9% |
| 1Y | +36.2% | +209.2% | -173.0% | +12.2% |
| 3Y | +268.8% | +208.4% | +60.3% | +186.5% |
| 5Y | +185.2% | -11.9% | +197.1% | +138.6% |
| All | +455.5% | -79.6% | +535.0% | +340.2% |
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 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