+1,583.6%
CCJ vs WAB
+5,605.5%
-4,021.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.2% |
| 7D | +0.7% | -3.2% | +3.9% | +2.0% |
| 30D | +6.9% | -4.4% | +11.3% | +8.8% |
| 3M | -11.6% | +7.9% | -19.5% | -14.4% |
| 6M | -16.2% | +8.7% | -24.9% | -18.8% |
| YTD | +10.1% | +33.0% | -22.9% | -1.2% |
| 1Y | +32.3% | +46.7% | -14.4% | +14.1% |
| 3Y | +171.3% | +153.0% | +18.3% | +90.8% |
| 5Y | +372.4% | +222.3% | +150.1% | +204.5% |
| 10Y | +1,070.0% | +291.0% | +779.1% | +555.8% |
| All | +1,583.6% | +5,605.5% | -4,021.9% | +361.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling