-28.5%
CCL vs WMB
+267.9%
-296.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.7% | +0.5% | +1.4% |
| 7D | +3.1% | -6.7% | +9.7% | +7.8% |
| 30D | +17.5% | -8.6% | +26.1% | +24.0% |
| 3M | +6.8% | -4.9% | +11.7% | +8.5% |
| 6M | +18.7% | -6.3% | +25.0% | +19.4% |
| YTD | +3.0% | +13.0% | -10.0% | -12.2% |
| 1Y | +17.7% | +14.9% | +2.8% | -1.5% |
| 3Y | +155.6% | +113.4% | +42.2% | +22.7% |
| 5Y | +30.2% | +190.2% | -160.0% | -53.0% |
| 10Y | -28.5% | +259.9% | -288.3% | -83.1% |
| All | -28.5% | +267.9% | -296.4% | -83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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