+602.8%
ABBV vs WMB
+284.4%
+318.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -0.9% | -0.4% |
| 7D | +2.2% | +8.1% | -5.9% | +0.3% |
| 30D | +8.0% | -6.9% | +14.9% | +9.5% |
| 3M | +19.1% | -5.1% | +24.2% | +20.0% |
| 6M | +43.5% | -5.7% | +49.3% | +44.6% |
| YTD | +32.7% | +18.1% | +14.7% | +26.3% |
| 1Y | +30.0% | +18.4% | +11.6% | +23.6% |
| 3Y | +134.7% | +122.7% | +12.0% | +87.3% |
| 5Y | +200.6% | +202.0% | -1.4% | +118.3% |
| All | +602.8% | +284.4% | +318.3% | +357.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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