+34.7%
WMB vs CCJ
+29.0%
+5.6%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.8% |
| 7D | 0.0% | +4.2% | -4.2% | -0.2% |
| 30D | +4.6% | +3.2% | +1.4% | +4.5% |
| 3M | +5.7% | -1.8% | +7.6% | +5.8% |
| 6M | +4.2% | -13.5% | +17.7% | +4.7% |
| YTD | +26.8% | +9.7% | +17.1% | +26.8% |
| 1Y | +34.7% | +30.0% | +4.7% | +36.0% |
| All | +34.7% | +29.0% | +5.6% | +36.0% |
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