+165.9%
WWD vs ABCL
-26.7%
+192.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -9.4% | +3.4% | -5.2% |
| 7D | -2.6% | -14.9% | +12.3% | -1.3% |
| 30D | -7.7% | -15.4% | +7.6% | -6.6% |
| 3M | -17.7% | +88.0% | -105.7% | -22.7% |
| 6M | -15.9% | +138.8% | -154.8% | -23.5% |
| YTD | +1.8% | +225.4% | -223.7% | -10.6% |
| 1Y | +17.4% | +137.3% | -119.9% | +5.7% |
| 3Y | +137.1% | +136.8% | +0.3% | +104.7% |
| All | +165.9% | -26.7% | +192.6% | +139.6% |
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