-17.1%
WY vs ABCL
-79.5%
+62.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.2% | -4.5% | +0.4% |
| 7D | -0.8% | +12.4% | -13.2% | -1.6% |
| 30D | +10.6% | -0.4% | +11.0% | +10.3% |
| 3M | -16.6% | +80.4% | -97.0% | -21.2% |
| 6M | -8.6% | +138.5% | -147.1% | -16.5% |
| YTD | -8.4% | +265.5% | -273.9% | -20.1% |
| 1Y | -5.1% | +219.7% | -224.8% | -16.3% |
| 3Y | -21.9% | +209.4% | -231.3% | -33.8% |
| 5Y | -31.3% | -15.0% | -16.3% | -38.1% |
| All | -17.1% | -79.5% | +62.4% | -25.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling