+138.2%
WWD vs ABCL
+139.9%
-1.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -9.4% | +3.4% | -5.3% |
| 7D | -2.6% | -14.9% | +12.3% | -1.5% |
| 30D | -7.7% | -15.4% | +7.6% | -6.8% |
| 3M | -17.7% | +88.0% | -105.7% | -22.0% |
| 6M | -15.9% | +138.8% | -154.8% | -22.8% |
| YTD | +1.8% | +225.4% | -223.7% | -9.5% |
| 1Y | +17.4% | +137.3% | -119.9% | +6.6% |
| All | +138.2% | +139.9% | -1.7% | +109.4% |
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