-25.9%
CCJ vs WETO
-99.3%
+73.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +11.4% | -12.6% | -1.1% |
| 7D | -14.5% | +3.6% | -18.1% | -14.4% |
| 30D | -18.1% | -17.2% | -0.8% | -18.1% |
| 3M | -23.0% | -83.7% | +60.7% | -22.2% |
| 6M | -39.4% | -98.3% | +58.9% | -39.2% |
| YTD | -21.7% | -99.0% | +77.3% | -19.7% |
| 1Y | -25.9% | -99.4% | +73.4% | -25.5% |
| All | -25.9% | -99.3% | +73.4% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 1y: compounded portfolio wealth divided by compounded WETO 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…
1y analysis · Full analysis span regression · 6 months rolling