+266.3%
WMB vs CCJ
+802.9%
-536.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.3% | +4.8% | +2.2% |
| 7D | -6.9% | +0.4% | -7.3% | -7.0% |
| 30D | -7.2% | -17.2% | +10.1% | -3.5% |
| 3M | -5.4% | -25.1% | +19.7% | 0.0% |
| 6M | -4.9% | -37.6% | +32.7% | +3.8% |
| YTD | +14.7% | -20.4% | +35.0% | +16.9% |
| 1Y | +14.7% | -22.5% | +37.2% | +17.3% |
| 3Y | +116.4% | +72.5% | +43.9% | +73.3% |
| 5Y | +198.5% | +179.9% | +18.7% | +101.8% |
| 10Y | +266.3% | +772.6% | -506.3% | +63.1% |
| All | +266.3% | +802.9% | -536.6% | +63.1% |
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