+1,082.1%
CCJ vs WAB
+5,910.1%
-4,828.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.6% | -1.1% |
| 7D | -0.8% | +5.1% | -5.9% | -2.7% |
| 30D | -13.2% | +4.0% | -17.2% | -14.5% |
| 3M | -27.6% | +0.1% | -27.7% | -27.6% |
| 6M | -38.7% | +12.8% | -51.5% | -41.6% |
| YTD | -22.7% | +40.1% | -62.8% | -32.0% |
| 1Y | -17.6% | +46.4% | -63.9% | -28.7% |
| 3Y | +62.7% | +167.4% | -104.7% | +12.2% |
| 5Y | +159.7% | +215.0% | -55.3% | +68.6% |
| 10Y | +769.3% | +269.2% | +500.2% | +398.0% |
| All | +1,082.1% | +5,910.1% | -4,828.0% | +217.5% |
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