-19.7%
WY vs ABCL
-81.0%
+61.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.8% | -0.7% |
| 7D | -5.4% | +4.4% | -9.8% | -5.7% |
| 30D | +7.9% | -7.9% | +15.7% | +8.1% |
| 3M | -16.6% | +12.2% | -28.8% | -18.0% |
| 6M | -11.2% | +134.7% | -145.9% | -18.8% |
| YTD | -11.3% | +239.8% | -251.1% | -22.2% |
| 1Y | -5.5% | +192.7% | -198.2% | -16.1% |
| 3Y | -25.4% | +187.6% | -213.0% | -36.4% |
| 5Y | -32.4% | -22.6% | -9.7% | -38.7% |
| All | -19.7% | -81.0% | +61.3% | -27.2% |
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