+1,878.0%
CCJ vs WCN
+8,080.5%
-6,202.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -0.8% | +2.6% | -3.4% | -1.4% |
| 30D | -13.2% | +23.9% | -37.1% | -17.7% |
| 3M | -27.6% | +17.4% | -45.1% | -30.6% |
| 6M | -38.7% | +28.0% | -66.7% | -42.7% |
| YTD | -22.7% | +11.6% | -34.2% | -25.6% |
| 1Y | -17.6% | +16.9% | -34.4% | -21.6% |
| 3Y | +62.7% | +51.6% | +11.1% | +44.9% |
| 5Y | +159.7% | +48.0% | +111.8% | +133.7% |
| 10Y | +769.3% | +322.6% | +446.8% | +522.8% |
| All | +1,878.0% | +8,080.5% | -6,202.6% | +944.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling