-10.9%
WY vs ABCL
-81.2%
+70.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | -2.1% | +1.4% | -3.5% | -2.2% |
| 30D | -10.5% | +65.1% | -75.6% | -14.4% |
| 3M | -4.9% | +111.1% | -115.9% | -11.4% |
| 6M | -4.9% | +231.6% | -236.5% | -15.4% |
| YTD | -1.7% | +234.5% | -236.2% | -13.1% |
| 1Y | -9.4% | +174.3% | -183.7% | -19.1% |
| 3Y | -22.3% | +111.5% | -133.8% | -31.8% |
| 5Y | -20.5% | -37.3% | +16.7% | -27.3% |
| All | -10.9% | -81.2% | +70.3% | -18.7% |
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 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