-33.8%
CCL vs WMB
+284.4%
-318.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.8% | -5.1% | -4.9% |
| 7D | -0.3% | +8.1% | -8.4% | -6.0% |
| 30D | +10.3% | -6.9% | +17.2% | +14.8% |
| 3M | +6.6% | -5.1% | +11.7% | +8.6% |
| 6M | +20.0% | -5.7% | +25.7% | +20.5% |
| YTD | -1.9% | +18.1% | -20.0% | -19.2% |
| 1Y | +10.4% | +18.4% | -8.0% | -9.5% |
| 3Y | +134.8% | +122.7% | +12.1% | +9.0% |
| 5Y | +34.0% | +202.0% | -168.0% | -53.0% |
| All | -33.8% | +284.4% | -318.2% | -84.9% |
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