+715.9%
WMB vs CCI
+1,091.9%
-376.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | +0.4% |
| 7D | -13.8% | -0.1% | -13.7% | -13.9% |
| 30D | -10.3% | +28.4% | -38.7% | -16.5% |
| 3M | -10.1% | +20.0% | -30.0% | -14.9% |
| 6M | -11.8% | +0.8% | -12.6% | -13.1% |
| YTD | +8.9% | +3.6% | +5.3% | +6.0% |
| 1Y | +14.0% | +6.1% | +7.9% | +10.1% |
| 3Y | +100.5% | +7.2% | +93.3% | +90.0% |
| 5Y | +179.5% | -37.0% | +216.5% | +201.0% |
| 10Y | +272.7% | +54.2% | +218.6% | +211.7% |
| All | +715.9% | +1,091.9% | -376.0% | +275.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling