+1,099.7%
CCJ vs WAT
+156.2%
+943.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.7% |
| 7D | +4.2% | -1.8% | +6.0% | +4.7% |
| 30D | +3.2% | -1.7% | +4.9% | +3.7% |
| 3M | -1.8% | +9.1% | -10.9% | -4.0% |
| 6M | -13.5% | +32.4% | -46.0% | -20.0% |
| YTD | +9.7% | +6.6% | +3.2% | +6.7% |
| 1Y | +30.0% | +34.7% | -4.7% | +17.8% |
| 3Y | +172.6% | +53.6% | +119.0% | +125.5% |
| 5Y | +342.9% | -4.1% | +347.0% | +320.2% |
| 10Y | +1,099.7% | +167.9% | +931.9% | +796.8% |
| All | +1,099.7% | +156.2% | +943.5% | +796.8% |
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