+314.0%
WMB vs ABCL
-81.0%
+394.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.8% | +3.5% | +0.8% |
| 7D | +8.1% | +4.4% | +3.7% | +7.9% |
| 30D | -6.9% | -7.9% | +1.0% | -6.7% |
| 3M | -5.1% | +12.2% | -17.3% | -5.6% |
| 6M | -5.7% | +134.7% | -140.5% | -8.6% |
| YTD | +18.1% | +239.8% | -221.7% | +12.5% |
| 1Y | +18.4% | +192.7% | -174.3% | +13.4% |
| 3Y | +122.7% | +187.6% | -64.9% | +109.2% |
| 5Y | +202.0% | -22.6% | +224.7% | +191.4% |
| All | +314.0% | -81.0% | +394.9% | +317.0% |
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