+32.3%
CCJ vs WAB
+48.2%
-15.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.3% |
| 7D | +0.7% | -3.2% | +3.9% | +2.9% |
| 30D | +6.9% | -4.4% | +11.3% | +10.1% |
| 3M | -11.6% | +7.9% | -19.5% | -16.8% |
| 6M | -16.2% | +8.7% | -24.9% | -22.4% |
| YTD | +10.1% | +33.0% | -22.9% | -5.0% |
| 1Y | +32.3% | +46.7% | -14.4% | +13.5% |
| All | +32.3% | +48.2% | -15.9% | +13.5% |
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