-2.0%
WST vs ABCL
-21.8%
+19.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.7% | -4.9% | +1.1% |
| 7D | -3.1% | -3.2% | +0.1% | -2.9% |
| 30D | +9.1% | -7.4% | +16.5% | +9.7% |
| 3M | +14.7% | +81.9% | -67.2% | +5.8% |
| 6M | +28.0% | +135.7% | -107.7% | +13.0% |
| YTD | +45.6% | +247.4% | -201.7% | +21.3% |
| 1Y | +45.7% | +162.3% | -116.6% | +25.1% |
| 3Y | +21.1% | +165.5% | -144.4% | -2.0% |
| All | -2.0% | -21.8% | +19.8% | -6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling