+351.8%
CCJ vs WCC
+229.6%
+122.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.5% | -1.3% | +0.2% |
| 7D | +5.9% | +8.5% | -2.6% | +2.5% |
| 30D | +4.7% | -1.0% | +5.7% | +5.1% |
| 3M | -3.3% | +2.1% | -5.4% | -4.5% |
| 6M | -7.0% | +36.8% | -43.9% | -17.9% |
| YTD | +11.5% | +47.7% | -36.3% | -4.5% |
| 1Y | +32.3% | +66.5% | -34.2% | +7.7% |
| 3Y | +176.8% | +134.2% | +42.7% | +88.4% |
| 5Y | +351.8% | +231.6% | +120.2% | +138.2% |
| All | +351.8% | +229.6% | +122.1% | +138.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling