-9.7%
WY vs ABCL
-81.3%
+71.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +0.9% |
| 7D | -1.7% | +0.7% | -2.4% | -1.8% |
| 30D | -10.1% | +93.1% | -103.2% | -15.2% |
| 3M | -5.1% | +79.4% | -84.6% | -10.5% |
| 6M | -4.8% | +214.9% | -219.7% | -14.9% |
| YTD | -0.2% | +234.2% | -234.4% | -11.9% |
| 1Y | -6.6% | +174.8% | -181.4% | -16.7% |
| 3Y | -22.7% | +104.5% | -127.2% | -32.0% |
| 5Y | -22.2% | -39.0% | +16.8% | -28.8% |
| All | -9.7% | -81.3% | +71.6% | -17.5% |
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