+316.9%
WMB vs CCJ
+1,097.2%
-780.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.2% | +1.0% | +2.0% |
| 7D | +0.8% | +5.9% | -5.1% | -0.4% |
| 30D | +7.7% | +4.7% | +3.0% | +6.4% |
| 3M | +6.7% | -3.3% | +10.0% | +6.8% |
| 6M | +3.6% | -7.0% | +10.7% | +3.4% |
| YTD | +28.0% | +11.5% | +16.5% | +21.9% |
| 1Y | +37.6% | +32.3% | +5.3% | +24.0% |
| 3Y | +149.0% | +176.8% | -27.8% | +79.9% |
| 5Y | +285.3% | +351.8% | -66.5% | +133.0% |
| All | +316.9% | +1,097.2% | -780.3% | +83.6% |
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