+203.1%
WWD vs ABCL
-81.3%
+284.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.1% |
| 7D | +1.3% | +0.7% | +0.6% | +1.2% |
| 30D | -7.2% | +93.1% | -100.2% | -11.6% |
| 3M | -3.8% | +79.4% | -83.3% | -8.3% |
| 6M | -9.9% | +214.9% | -224.8% | -17.9% |
| YTD | +14.8% | +234.2% | -219.4% | +3.8% |
| 1Y | +42.1% | +174.8% | -132.7% | +29.5% |
| 3Y | +170.8% | +104.5% | +66.3% | +143.5% |
| 5Y | +197.5% | -39.0% | +236.5% | +174.2% |
| All | +203.1% | -81.3% | +284.3% | +191.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling