-0.2%
WY vs ABCL
+138.2%
-138.4%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.8% | +4.8% | +5.6% |
| 7D | +13.3% | -10.0% | +23.3% | +13.4% |
| 30D | +17.6% | -10.9% | +28.5% | +17.8% |
| 3M | -15.0% | +101.6% | -116.7% | -15.6% |
| 6M | -5.9% | +167.5% | -173.5% | -7.8% |
| YTD | -5.7% | +259.1% | -264.8% | -6.8% |
| 1Y | -0.2% | +152.2% | -152.4% | -1.7% |
| All | -0.2% | +138.2% | -138.4% | -1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling