+121.3%
WMB vs ABCL
+185.8%
-64.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.5% |
| 7D | +7.8% | -3.3% | +11.1% | +7.9% |
| 30D | -5.1% | -7.1% | +2.0% | -5.0% |
| 3M | -4.7% | +4.7% | -9.5% | -4.9% |
| 6M | -7.4% | +140.9% | -148.3% | -9.0% |
| YTD | +17.5% | +236.0% | -218.5% | +13.9% |
| 1Y | +19.5% | +217.4% | -197.9% | +16.1% |
| 3Y | +121.3% | +188.7% | -67.4% | +107.2% |
| All | +121.3% | +185.8% | -64.5% | +107.2% |
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 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