-41.7%
WU vs ABCL
-18.8%
-22.8%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.2% | -5.5% | -0.6% |
| 7D | +9.1% | +12.4% | -3.3% | +8.2% |
| 30D | +12.1% | -0.4% | +12.5% | +11.8% |
| 3M | +0.3% | +80.4% | -80.0% | -4.6% |
| 6M | -19.1% | +138.5% | -157.7% | -25.1% |
| YTD | -19.2% | +265.5% | -284.7% | -28.0% |
| 1Y | -15.3% | +219.7% | -235.0% | -23.8% |
| 3Y | -21.3% | +209.4% | -230.7% | -31.6% |
| 5Y | -41.7% | -15.0% | -26.6% | -51.1% |
| All | -41.7% | -18.8% | -22.8% | -51.1% |
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