+1,583.6%
CCJ vs WAT
+6,687.6%
-5,104.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.3% |
| 7D | +0.7% | -1.3% | +2.0% | +1.0% |
| 30D | +6.9% | +2.3% | +4.5% | +6.4% |
| 3M | -11.6% | +8.7% | -20.4% | -13.1% |
| 6M | -16.2% | +28.3% | -44.5% | -20.6% |
| YTD | +10.1% | +7.8% | +2.3% | +7.5% |
| 1Y | +32.3% | +36.6% | -4.3% | +22.6% |
| 3Y | +171.3% | +45.7% | +125.6% | +142.4% |
| 5Y | +372.4% | -3.3% | +375.7% | +354.4% |
| 10Y | +1,070.0% | +162.1% | +907.9% | +812.3% |
| All | +1,583.6% | +6,687.6% | -5,104.0% | +873.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling