+65.1%
CCJ vs WEC
+62.7%
+2.4%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | +5.0% | -0.7% | +5.8% | +4.9% |
| 30D | -16.7% | +11.0% | -27.6% | -15.1% |
| 3M | -27.5% | +8.6% | -36.1% | -26.5% |
| 6M | -38.6% | +6.2% | -44.8% | -38.0% |
| YTD | -21.5% | +14.3% | -35.8% | -19.3% |
| 1Y | -22.3% | +8.4% | -30.7% | -21.0% |
| All | +65.1% | +62.7% | +2.4% | +81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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