+21.7%
WST vs ABCL
+206.1%
-184.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | +1.4% | +2.3% | -0.9% | +1.2% |
| 30D | +12.7% | -0.7% | +13.4% | +12.5% |
| 3M | +17.2% | +33.4% | -16.2% | +13.9% |
| 6M | +26.7% | +137.8% | -111.1% | +15.6% |
| YTD | +50.3% | +264.3% | -214.0% | +30.7% |
| 1Y | +50.2% | +209.2% | -159.0% | +32.3% |
| 3Y | +21.7% | +208.4% | -186.7% | -0.6% |
| All | +21.7% | +206.1% | -184.4% | -0.6% |
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