+283.3%
WMB vs CCJ
+778.2%
-494.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.4% | +4.2% | +1.5% |
| 7D | +8.1% | +5.0% | +3.0% | +6.9% |
| 30D | -6.9% | -16.7% | +9.8% | -3.4% |
| 3M | -5.1% | -27.5% | +22.4% | +1.1% |
| 6M | -5.7% | -38.6% | +32.9% | +3.3% |
| YTD | +18.1% | -21.5% | +39.6% | +20.7% |
| 1Y | +18.4% | -22.3% | +40.7% | +21.0% |
| 3Y | +122.7% | +69.9% | +52.8% | +78.9% |
| 5Y | +202.0% | +163.6% | +38.5% | +107.3% |
| All | +283.3% | +778.2% | -494.9% | +73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 CCJ 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