+18.4%
WMB vs CCJ
-22.7%
+41.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.4% | +4.2% | +1.1% |
| 7D | +8.1% | +5.0% | +3.0% | +7.5% |
| 30D | -6.9% | -16.7% | +9.8% | -5.6% |
| 3M | -5.1% | -27.5% | +22.4% | -3.0% |
| 6M | -5.7% | -38.6% | +32.9% | -2.3% |
| YTD | +18.1% | -21.5% | +39.6% | +17.8% |
| 1Y | +18.4% | -22.3% | +40.7% | +18.4% |
| All | +18.4% | -22.7% | +41.1% | +18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling