-22.3%
CCJ vs WAB
+44.7%
-67.0%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.2% | -2.5% |
| 7D | +5.0% | +7.9% | -2.9% | -1.0% |
| 30D | -16.7% | +4.9% | -21.6% | -19.8% |
| 3M | -27.5% | +1.8% | -29.3% | -28.5% |
| 6M | -38.6% | +12.0% | -50.6% | -44.6% |
| YTD | -21.5% | +41.3% | -62.8% | -42.4% |
| 1Y | -22.3% | +43.8% | -66.1% | -44.0% |
| All | -22.3% | +44.7% | -67.0% | -44.0% |
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