+497.0%
ABBV vs WMB
+315.8%
+181.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.1% |
| 7D | -4.1% | 0.0% | -4.1% | -4.2% |
| 30D | +1.2% | +4.6% | -3.4% | -0.1% |
| 3M | +12.1% | +5.7% | +6.4% | +10.3% |
| 6M | +12.0% | +4.2% | +7.8% | +10.5% |
| YTD | +12.4% | +26.8% | -14.4% | +5.5% |
| 1Y | +22.9% | +34.7% | -11.7% | +13.4% |
| 3Y | +86.8% | +146.8% | -60.0% | +45.5% |
| 5Y | +181.0% | +285.0% | -104.0% | +91.4% |
| 10Y | +497.0% | +313.2% | +183.8% | +281.3% |
| All | +497.0% | +315.8% | +181.2% | +281.3% |
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