+58.6%
WST vs ABCL
-79.6%
+138.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | +1.4% | +2.3% | -0.9% | +1.1% |
| 30D | +12.7% | -0.7% | +13.4% | +12.5% |
| 3M | +17.2% | +33.4% | -16.2% | +13.2% |
| 6M | +26.7% | +137.8% | -111.1% | +13.8% |
| YTD | +50.3% | +264.3% | -214.0% | +28.0% |
| 1Y | +50.2% | +209.2% | -159.0% | +29.9% |
| 3Y | +21.7% | +208.4% | -186.7% | +0.3% |
| 5Y | +2.0% | -11.9% | +13.9% | -7.5% |
| All | +58.6% | -79.6% | +138.2% | +53.4% |
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 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