+766.3%
CCJ vs WCC
+440.3%
+326.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | +5.0% | +14.2% | -9.2% | 0.0% |
| 30D | -16.7% | -9.8% | -6.8% | -13.7% |
| 3M | -27.5% | -10.1% | -17.4% | -25.0% |
| 6M | -38.6% | -9.4% | -29.2% | -36.8% |
| YTD | -21.5% | +34.4% | -55.9% | -30.0% |
| 1Y | -22.3% | +23.3% | -45.6% | -28.5% |
| 3Y | +69.9% | +137.9% | -68.0% | +18.1% |
| 5Y | +163.6% | +144.0% | +19.6% | +71.8% |
| All | +766.3% | +440.3% | +326.0% | +308.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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