+302.2%
WMB vs ABCL
-79.6%
+381.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.5% |
| 7D | -6.9% | +2.3% | -9.2% | -7.0% |
| 30D | -7.2% | -0.7% | -6.5% | -7.2% |
| 3M | -5.4% | +33.4% | -38.8% | -6.4% |
| 6M | -4.9% | +137.8% | -142.7% | -7.8% |
| YTD | +14.7% | +264.3% | -249.6% | +9.1% |
| 1Y | +14.7% | +209.2% | -194.5% | +9.7% |
| 3Y | +116.4% | +208.4% | -92.0% | +102.8% |
| 5Y | +198.5% | -11.9% | +210.4% | +187.2% |
| All | +302.2% | -79.6% | +381.8% | +304.2% |
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