+296.2%
WMB vs ABCL
-79.5%
+375.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.2% | -1.5% | +3.5% |
| 7D | -6.7% | +12.4% | -19.1% | -7.0% |
| 30D | -8.6% | -0.4% | -8.2% | -8.6% |
| 3M | -4.9% | +80.4% | -85.3% | -6.8% |
| 6M | -6.3% | +138.5% | -144.8% | -9.2% |
| YTD | +13.0% | +265.5% | -252.5% | +7.4% |
| 1Y | +14.9% | +219.7% | -204.8% | +9.8% |
| 3Y | +113.4% | +209.4% | -96.0% | +99.9% |
| 5Y | +190.2% | -15.0% | +205.2% | +179.2% |
| All | +296.2% | -79.5% | +375.7% | +298.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling