-25.9%
CCJ vs WAB
+46.5%
-72.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -2.1% |
| 7D | -14.5% | +4.5% | -19.0% | -17.5% |
| 30D | -18.1% | +1.1% | -19.1% | -18.7% |
| 3M | -23.0% | -1.3% | -21.7% | -22.3% |
| 6M | -39.4% | +12.7% | -52.1% | -45.8% |
| YTD | -21.7% | +38.7% | -60.3% | -42.6% |
| 1Y | -25.9% | +44.9% | -70.9% | -48.8% |
| All | -25.9% | +46.5% | -72.5% | -48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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