-41.0%
CCL vs WMB
+309.4%
-350.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.3% | -3.6% | -3.0% |
| 7D | -0.1% | +0.8% | -0.9% | -0.8% |
| 30D | -20.0% | +7.7% | -27.7% | -24.9% |
| 3M | -13.7% | +6.7% | -20.4% | -19.3% |
| 6M | -9.0% | +3.6% | -12.7% | -14.1% |
| YTD | -22.8% | +28.0% | -50.8% | -39.1% |
| 1Y | -25.3% | +37.6% | -62.9% | -44.8% |
| 3Y | +54.1% | +149.0% | -95.0% | -32.8% |
| 5Y | +3.5% | +285.3% | -281.8% | -69.6% |
| 10Y | -41.0% | +302.1% | -343.1% | -86.8% |
| All | -41.0% | +309.4% | -350.5% | -86.8% |
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