+163.9%
CCJ vs WAB
+214.2%
-50.3%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.6% | -0.9% |
| 7D | -0.8% | +5.1% | -5.9% | -4.1% |
| 30D | -13.2% | +4.0% | -17.2% | -15.6% |
| 3M | -27.6% | +0.1% | -27.7% | -27.7% |
| 6M | -38.7% | +12.8% | -51.5% | -44.0% |
| YTD | -22.7% | +40.1% | -62.8% | -39.0% |
| 1Y | -17.6% | +46.4% | -63.9% | -36.9% |
| 3Y | +62.7% | +167.4% | -104.7% | -19.6% |
| All | +163.9% | +214.2% | -50.3% | +10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling