+2,717.2%
CCJ vs WCN
+6,839.3%
-4,122.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.4% |
| 7D | +0.7% | -0.6% | +1.4% | +0.9% |
| 30D | +6.9% | +0.4% | +6.4% | +6.7% |
| 3M | -11.6% | +7.3% | -19.0% | -13.5% |
| 6M | -16.2% | -2.5% | -13.7% | -16.3% |
| YTD | +10.1% | -5.4% | +15.5% | +10.6% |
| 1Y | +32.3% | -8.5% | +40.7% | +33.7% |
| 3Y | +171.3% | +20.8% | +150.5% | +156.0% |
| 5Y | +372.4% | +30.0% | +342.4% | +339.5% |
| 10Y | +1,070.0% | +238.4% | +831.6% | +785.0% |
| All | +2,717.2% | +6,839.3% | -4,122.1% | +1,452.2% |
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