+197.8%
WWD vs ABCL
-41.3%
+239.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.2% |
| 7D | +1.3% | +0.7% | +0.6% | +1.2% |
| 30D | -7.2% | +93.1% | -100.2% | -12.2% |
| 3M | -3.8% | +79.4% | -83.3% | -9.0% |
| 6M | -9.9% | +214.9% | -224.8% | -19.1% |
| YTD | +14.8% | +234.2% | -219.4% | +2.2% |
| 1Y | +42.1% | +174.8% | -132.7% | +27.6% |
| 3Y | +170.8% | +104.5% | +66.3% | +139.5% |
| All | +197.8% | -41.3% | +239.1% | +154.7% |
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