+753.7%
CCJ vs WAT
+222.4%
+531.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.0% | -1.3% |
| 7D | -0.8% | +0.6% | -1.4% | -0.9% |
| 30D | -13.2% | +5.4% | -18.6% | -14.2% |
| 3M | -27.6% | +11.3% | -38.9% | -29.6% |
| 6M | -38.7% | +37.4% | -76.1% | -43.6% |
| YTD | -22.7% | +21.2% | -43.9% | -27.3% |
| 1Y | -17.6% | +21.3% | -38.9% | -22.6% |
| 3Y | +62.7% | +83.4% | -20.7% | +27.6% |
| 5Y | +159.7% | +29.0% | +130.7% | +125.9% |
| All | +753.7% | +222.4% | +531.2% | +571.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling