+23.7%
WMB vs ABCL
+138.2%
-114.5%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.8% | -7.2% | -6.4% |
| 7D | -8.6% | -10.0% | +1.3% | -8.7% |
| 30D | -4.2% | -10.9% | +6.7% | -4.4% |
| 3M | -4.4% | +101.6% | -106.1% | -3.0% |
| 6M | -8.7% | +167.5% | -176.2% | -5.8% |
| YTD | +15.4% | +259.1% | -243.7% | +19.7% |
| 1Y | +23.7% | +152.2% | -128.4% | +27.7% |
| All | +23.7% | +138.2% | -114.5% | +27.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling