+100.5%
WMB vs CCJ
+69.7%
+30.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.3% | -4.6% | -0.8% |
| 7D | -13.8% | -7.3% | -6.5% | -13.0% |
| 30D | -10.3% | -20.0% | +9.6% | -8.0% |
| 3M | -10.1% | -23.8% | +13.8% | -7.3% |
| 6M | -11.8% | -42.4% | +30.5% | -6.2% |
| YTD | +8.9% | -22.1% | +31.0% | +10.3% |
| 1Y | +14.0% | -20.8% | +34.8% | +15.0% |
| 3Y | +100.5% | +75.7% | +24.8% | +78.9% |
| All | +100.5% | +69.7% | +30.8% | +78.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling