+14.0%
WMB vs ABCL
+152.2%
-138.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.7% | -7.0% | -0.3% |
| 7D | -13.8% | -3.2% | -10.6% | -13.8% |
| 30D | -10.3% | -7.4% | -2.9% | -10.4% |
| 3M | -10.1% | +81.9% | -92.0% | -9.0% |
| 6M | -11.8% | +135.7% | -147.6% | -9.4% |
| YTD | +8.9% | +247.4% | -238.4% | +12.5% |
| 1Y | +14.0% | +162.3% | -148.3% | +19.0% |
| All | +14.0% | +152.2% | -138.3% | +19.0% |
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 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