+18.9%
WST vs ABCL
+139.9%
-121.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -9.4% | +5.4% | -3.2% |
| 7D | -5.8% | -14.9% | +9.1% | -4.7% |
| 30D | +5.3% | -15.4% | +20.7% | +6.5% |
| 3M | +11.8% | +88.0% | -76.2% | +5.1% |
| 6M | +26.7% | +138.8% | -112.1% | +15.5% |
| YTD | +43.0% | +225.4% | -182.5% | +25.7% |
| 1Y | +38.9% | +137.3% | -98.5% | +25.1% |
| All | +18.9% | +139.9% | -121.0% | -0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling