-51.2%
WU vs ABCL
-81.2%
+30.0%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | -0.8% | +1.4% | -2.3% | -0.9% |
| 30D | -1.1% | +65.1% | -66.2% | -3.9% |
| 3M | -1.8% | +111.1% | -112.9% | -5.9% |
| 6M | -23.9% | +231.6% | -255.5% | -28.9% |
| YTD | -20.4% | +234.5% | -254.9% | -25.9% |
| 1Y | -10.6% | +174.3% | -184.9% | -16.4% |
| 3Y | -27.7% | +111.5% | -139.2% | -33.4% |
| 5Y | -51.1% | -37.3% | -13.8% | -55.5% |
| All | -51.2% | -81.2% | +30.0% | -54.2% |
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 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