+278.8%
WMB vs ABCL
-41.3%
+320.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.2% |
| 7D | +0.6% | +0.7% | -0.1% | +0.5% |
| 30D | +3.3% | +93.1% | -89.8% | +0.8% |
| 3M | +3.1% | +79.4% | -76.3% | +0.7% |
| 6M | -0.7% | +214.9% | -215.6% | -5.4% |
| YTD | +25.2% | +234.2% | -209.0% | +18.6% |
| 1Y | +32.9% | +174.8% | -141.9% | +26.5% |
| 3Y | +140.6% | +104.5% | +36.1% | +127.5% |
| All | +278.8% | -41.3% | +320.0% | +257.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling