+177.7%
WWD vs ABCL
-80.5%
+258.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +6.7% | -3.3% | +2.9% |
| 7D | +4.2% | -3.2% | +7.3% | +4.3% |
| 30D | -2.1% | -7.4% | +5.3% | -1.8% |
| 3M | -13.2% | +81.9% | -95.1% | -17.1% |
| 6M | -16.9% | +135.7% | -152.6% | -22.8% |
| YTD | +5.2% | +247.4% | -242.1% | -5.3% |
| 1Y | +20.6% | +162.3% | -141.7% | +10.3% |
| 3Y | +146.3% | +165.5% | -19.2% | +118.0% |
| 5Y | +171.3% | -21.3% | +192.6% | +148.7% |
| All | +177.7% | -80.5% | +258.3% | +166.1% |
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 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