+142.3%
WMB vs ABCL
+104.5%
+37.8%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.2% |
| 7D | +0.6% | +0.7% | -0.1% | +0.6% |
| 30D | +3.3% | +93.1% | -89.8% | +1.8% |
| 3M | +3.1% | +79.4% | -76.3% | +1.7% |
| 6M | -0.7% | +214.9% | -215.6% | -3.7% |
| YTD | +25.2% | +234.2% | -209.0% | +20.8% |
| 1Y | +32.9% | +174.8% | -141.9% | +28.9% |
| All | +142.3% | +104.5% | +37.8% | +128.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling