+100.5%
WMB vs CCI
+6.3%
+94.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | -0.1% |
| 7D | -13.8% | -0.1% | -13.7% | -13.8% |
| 30D | -10.3% | +28.4% | -38.7% | -12.3% |
| 3M | -10.1% | +20.0% | -30.0% | -11.6% |
| 6M | -11.8% | +0.8% | -12.6% | -11.9% |
| YTD | +8.9% | +3.6% | +5.3% | +8.4% |
| 1Y | +14.0% | +6.1% | +7.9% | +13.1% |
| 3Y | +100.5% | +7.2% | +93.3% | +96.1% |
| All | +100.5% | +6.3% | +94.3% | +96.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 3y: compounded portfolio wealth divided by compounded CCI 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…
3y analysis · Full analysis span regression · 6 months rolling