-23.6%
WU vs ABCL
+185.8%
-209.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.4% |
| 7D | -2.0% | -3.3% | +1.2% | -1.9% |
| 30D | +11.4% | -7.1% | +18.5% | +11.6% |
| 3M | -6.8% | +4.7% | -11.6% | -7.8% |
| 6M | -14.6% | +140.9% | -155.5% | -21.3% |
| YTD | -20.6% | +236.0% | -256.6% | -29.2% |
| 1Y | -15.4% | +217.4% | -232.8% | -24.2% |
| 3Y | -23.6% | +188.7% | -212.3% | -35.2% |
| All | -23.6% | +185.8% | -209.4% | -35.2% |
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