-25.4%
WST vs ABCL
-41.3%
+15.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.7% |
| 7D | +0.7% | +0.7% | 0.0% | +0.7% |
| 30D | -3.1% | +93.1% | -96.2% | -11.2% |
| 3M | +7.2% | +79.4% | -72.2% | -1.5% |
| 6M | +36.8% | +214.9% | -178.1% | +16.2% |
| YTD | +23.8% | +234.2% | -210.4% | +3.5% |
| 1Y | +37.8% | +174.8% | -137.0% | +17.0% |
| 3Y | -15.9% | +104.5% | -120.4% | -29.3% |
| All | -25.4% | -41.3% | +15.8% | -26.2% |
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 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