-3.4%
ABT vs WMB
+191.1%
-194.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.2% | +0.1% |
| 7D | +0.3% | -6.7% | +7.0% | +1.0% |
| 30D | +11.6% | -8.6% | +20.2% | +12.6% |
| 3M | +3.1% | -4.9% | +8.1% | +3.2% |
| 6M | +32.8% | -6.3% | +39.1% | +33.0% |
| YTD | -9.6% | +13.0% | -22.6% | -12.6% |
| 1Y | -10.4% | +14.9% | -25.3% | -13.7% |
| 3Y | +25.8% | +113.4% | -87.6% | +3.6% |
| 5Y | -3.4% | +190.2% | -193.6% | -24.2% |
| All | -3.4% | +191.1% | -194.5% | -24.2% |
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