+1,583.6%
CCJ vs WEC
+2,114.2%
-530.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | +0.7% | -0.3% | +1.0% | +0.8% |
| 30D | +6.9% | -1.3% | +8.2% | +7.2% |
| 3M | -11.6% | -3.9% | -7.7% | -10.9% |
| 6M | -16.2% | -8.3% | -7.9% | -14.3% |
| YTD | +10.1% | +3.1% | +7.1% | +8.6% |
| 1Y | +32.3% | +1.9% | +30.3% | +30.7% |
| 3Y | +171.3% | +41.9% | +129.4% | +137.1% |
| 5Y | +372.4% | +30.8% | +341.6% | +320.3% |
| 10Y | +1,070.0% | +141.9% | +928.1% | +656.5% |
| All | +1,583.6% | +2,114.2% | -530.6% | +419.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling