+159.4%
CCJ vs WCC
+130.1%
+29.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.7% | -4.5% | -2.2% |
| 7D | -4.0% | +1.5% | -5.6% | -4.6% |
| 30D | -2.4% | -2.1% | -0.2% | -1.6% |
| 3M | -2.3% | +3.8% | -6.1% | -4.2% |
| 6M | -16.2% | +35.0% | -51.2% | -25.3% |
| YTD | +5.7% | +46.4% | -40.7% | -8.5% |
| 1Y | +21.3% | +63.0% | -41.7% | +0.7% |
| 3Y | +159.4% | +133.9% | +25.5% | +96.4% |
| All | +159.4% | +130.1% | +29.3% | +96.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling