+72.5%
CCJ vs WAT
+87.1%
-14.7%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.3% |
| 7D | +0.4% | +3.4% | -3.0% | 0.0% |
| 30D | -17.2% | +9.6% | -26.9% | -18.1% |
| 3M | -25.1% | +15.5% | -40.6% | -26.3% |
| 6M | -37.6% | +33.9% | -71.5% | -39.5% |
| YTD | -20.4% | +25.2% | -45.5% | -22.8% |
| 1Y | -22.5% | +26.3% | -48.8% | -24.9% |
| 3Y | +72.5% | +85.8% | -13.3% | +84.0% |
| All | +72.5% | +87.1% | -14.7% | +84.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling