+1,065.3%
CCJ vs WSM
+1,058.9%
+6.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.7% | -1.3% | -2.6% |
| 7D | -3.2% | +0.4% | -3.6% | -3.3% |
| 30D | -1.3% | -10.7% | +9.4% | +1.4% |
| 3M | +2.5% | +8.5% | -6.0% | +0.5% |
| 6M | -18.9% | +19.6% | -38.5% | -22.4% |
| YTD | +6.5% | +26.6% | -20.1% | +0.4% |
| 1Y | +22.8% | +12.0% | +10.9% | +19.1% |
| 3Y | +164.5% | +226.6% | -62.2% | +93.5% |
| 5Y | +303.7% | +174.1% | +129.6% | +196.8% |
| All | +1,065.3% | +1,058.9% | +6.4% | +413.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 10y: compounded portfolio wealth divided by compounded WSM 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…
10y analysis · Full analysis span regression · 6 months rolling