+303.7%
CCJ vs WAB
+220.1%
+83.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -2.9% |
| 7D | -3.2% | -0.2% | -3.0% | -3.0% |
| 30D | -1.3% | -5.9% | +4.5% | +3.0% |
| 3M | +2.5% | +9.4% | -6.9% | -4.6% |
| 6M | -18.9% | +13.8% | -32.7% | -26.3% |
| YTD | +6.5% | +31.8% | -25.3% | -12.5% |
| 1Y | +22.8% | +48.5% | -25.7% | -7.5% |
| 3Y | +164.5% | +167.0% | -2.5% | +29.4% |
| 5Y | +303.7% | +222.3% | +81.4% | +64.8% |
| All | +303.7% | +220.1% | +83.6% | +64.8% |
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