+1,142.1%
CCJ vs WAT
+7,707.7%
-6,565.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.2% |
| 7D | +3.7% | +0.7% | +3.0% | +3.6% |
| 30D | -13.7% | +9.0% | -22.7% | -15.1% |
| 3M | -24.7% | +13.5% | -38.2% | -26.5% |
| 6M | -38.1% | +35.3% | -73.4% | -41.8% |
| YTD | -18.8% | +24.0% | -42.7% | -22.9% |
| 1Y | -19.5% | +22.0% | -41.5% | -23.3% |
| 3Y | +75.9% | +84.0% | -8.1% | +50.2% |
| 5Y | +173.1% | +34.4% | +138.8% | +146.7% |
| 10Y | +813.5% | +231.4% | +582.1% | +582.7% |
| All | +1,142.1% | +7,707.7% | -6,565.6% | +598.8% |
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 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