+169.4%
CCJ vs WAB
+164.8%
+4.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -0.6% |
| 7D | +4.2% | +0.2% | +3.9% | +4.0% |
| 30D | +3.2% | -4.6% | +7.7% | +6.5% |
| 3M | -1.8% | +5.6% | -7.5% | -6.0% |
| 6M | -13.5% | +13.8% | -27.4% | -21.1% |
| YTD | +9.7% | +31.9% | -22.1% | -8.8% |
| 1Y | +30.0% | +48.3% | -18.3% | -0.1% |
| All | +169.4% | +164.8% | +4.6% | +56.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling