+351.8%
CCJ vs WAT
-4.5%
+356.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.6% |
| 7D | +5.9% | -0.7% | +6.7% | +6.1% |
| 30D | +4.7% | -1.0% | +5.7% | +5.0% |
| 3M | -3.3% | +10.9% | -14.2% | -5.4% |
| 6M | -7.0% | +33.2% | -40.2% | -12.8% |
| YTD | +11.5% | +6.1% | +5.4% | +9.1% |
| 1Y | +32.3% | +30.2% | +2.0% | +22.6% |
| 3Y | +176.8% | +52.9% | +124.0% | +130.5% |
| 5Y | +351.8% | -5.1% | +356.9% | +290.6% |
| All | +351.8% | -4.5% | +356.2% | +290.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling