-9.4%
ABT vs WMB
+285.8%
-295.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | -4.7% | 0.0% | -4.7% | -4.7% |
| 30D | -3.1% | +4.6% | -7.7% | -3.8% |
| 3M | +16.1% | +5.7% | +10.4% | +15.0% |
| 6M | -5.3% | +4.2% | -9.5% | -6.1% |
| YTD | -14.4% | +26.8% | -41.3% | -18.0% |
| 1Y | -18.4% | +34.7% | -53.1% | -22.8% |
| 3Y | +11.2% | +146.8% | -135.6% | -8.5% |
| 5Y | -9.4% | +285.0% | -294.4% | -26.1% |
| All | -9.4% | +285.8% | -295.2% | -26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling