-25.9%
CCJ vs WAT
+32.9%
-58.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.5% |
| 7D | -14.5% | -1.9% | -12.6% | -14.1% |
| 30D | -18.1% | +6.2% | -24.3% | -18.7% |
| 3M | -23.0% | +18.1% | -41.1% | -24.7% |
| 6M | -39.4% | +54.9% | -94.3% | -41.7% |
| YTD | -21.7% | +23.1% | -44.8% | -26.7% |
| 1Y | -25.9% | +27.3% | -53.2% | -32.2% |
| All | -25.9% | +32.9% | -58.9% | -32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 1y: compounded portfolio wealth divided by compounded WAT 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…
1y analysis · Full analysis span regression · 6 months rolling