-25.9%
CCJ vs WING
-23.2%
-2.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.7% | -5.0% | -1.3% |
| 7D | -14.5% | +21.0% | -35.5% | -15.2% |
| 30D | -18.1% | +56.9% | -74.9% | -19.8% |
| 3M | -23.0% | +38.4% | -61.4% | -24.3% |
| 6M | -39.4% | +12.0% | -51.4% | -39.8% |
| YTD | -21.7% | -29.2% | +7.6% | -19.4% |
| 1Y | -25.9% | -28.8% | +2.9% | -24.6% |
| All | -25.9% | -23.2% | -2.7% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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