-15.1%
CCL vs WMB
-0.1%
-15.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.2% |
| 7D | -5.0% | +0.6% | -5.6% | -4.9% |
| 30D | -20.3% | +3.3% | -23.6% | -19.2% |
| 3M | -15.1% | +3.1% | -18.3% | -14.0% |
| 6M | -15.1% | -0.7% | -14.4% | -13.9% |
| All | -15.1% | -0.1% | -15.0% | -13.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling