+381.5%
WSM vs ABCL
-81.3%
+462.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.2% |
| 7D | -3.3% | +0.7% | -4.0% | -3.4% |
| 30D | -8.4% | +93.1% | -101.5% | -16.9% |
| 3M | +9.7% | +79.4% | -69.8% | -0.3% |
| 6M | +16.7% | +214.9% | -198.2% | -2.5% |
| YTD | +28.7% | +234.2% | -205.5% | +5.8% |
| 1Y | +13.7% | +174.8% | -161.1% | -5.3% |
| 3Y | +230.1% | +104.5% | +125.6% | +169.6% |
| 5Y | +179.0% | -39.0% | +218.0% | +135.2% |
| All | +381.5% | -81.3% | +462.8% | +288.5% |
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