+173.1%
CCJ vs WING
+3.2%
+169.9%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.7% | +3.7% | +2.3% |
| 7D | +3.7% | -0.5% | +4.2% | +3.8% |
| 30D | -13.7% | +32.3% | -46.0% | -18.2% |
| 3M | -24.7% | +50.2% | -74.9% | -30.7% |
| 6M | -38.1% | +31.7% | -69.8% | -42.4% |
| YTD | -18.8% | -29.6% | +10.9% | -15.6% |
| 1Y | -19.5% | -29.7% | +10.2% | -16.6% |
| 3Y | +75.9% | -19.8% | +95.7% | +63.6% |
| 5Y | +173.1% | +3.1% | +170.0% | +118.6% |
| All | +173.1% | +3.2% | +169.9% | +118.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling