+173.6%
CCJ vs WCN
+20.9%
+152.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.3% | +1.4% |
| 7D | +5.9% | -0.4% | +6.4% | +6.0% |
| 30D | +4.7% | -2.1% | +6.8% | +5.0% |
| 3M | -3.3% | +6.4% | -9.7% | -5.0% |
| 6M | -7.0% | -3.7% | -3.3% | -6.0% |
| YTD | +11.5% | -6.4% | +17.8% | +13.7% |
| 1Y | +32.3% | -7.9% | +40.2% | +35.8% |
| All | +173.6% | +20.9% | +152.7% | +147.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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