+1,099.6%
CCJ vs WEC
+2,355.4%
-1,255.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | +5.0% | -0.7% | +5.8% | +5.3% |
| 30D | -16.7% | +11.0% | -27.6% | -19.4% |
| 3M | -27.5% | +8.6% | -36.1% | -29.5% |
| 6M | -38.6% | +6.2% | -44.8% | -40.0% |
| YTD | -21.5% | +14.3% | -35.8% | -25.1% |
| 1Y | -22.3% | +8.4% | -30.7% | -24.7% |
| 3Y | +69.9% | +62.9% | +7.0% | +42.2% |
| 5Y | +163.6% | +55.8% | +107.8% | +122.3% |
| 10Y | +782.3% | +193.2% | +589.1% | +431.8% |
| All | +1,099.6% | +2,355.4% | -1,255.8% | +258.0% |
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 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