+191.4%
WWD vs ABCL
-79.5%
+270.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.2% | -0.3% | +4.6% |
| 7D | +4.2% | +12.4% | -8.2% | +3.4% |
| 30D | -0.8% | -0.4% | -0.4% | -0.9% |
| 3M | -8.2% | +80.4% | -88.6% | -12.3% |
| 6M | -9.8% | +138.5% | -148.4% | -16.3% |
| YTD | +10.4% | +265.5% | -255.1% | -1.0% |
| 1Y | +25.5% | +219.7% | -194.2% | +13.4% |
| 3Y | +155.8% | +209.4% | -53.6% | +124.3% |
| 5Y | +187.3% | -15.0% | +202.3% | +162.4% |
| All | +191.4% | -79.5% | +270.9% | +178.2% |
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