+1,604.2%
CCJ vs WSM
+15,994.1%
-14,389.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | +5.9% | +2.6% | +3.4% | +5.4% |
| 30D | +4.7% | -9.5% | +14.2% | +6.7% |
| 3M | -3.3% | +12.9% | -16.2% | -5.5% |
| 6M | -7.0% | +23.0% | -30.1% | -10.6% |
| YTD | +11.5% | +28.9% | -17.5% | +6.2% |
| 1Y | +32.3% | +13.7% | +18.6% | +29.0% |
| 3Y | +176.8% | +232.6% | -55.8% | +116.5% |
| 5Y | +351.8% | +185.9% | +165.9% | +254.3% |
| 10Y | +1,080.5% | +998.6% | +81.9% | +587.0% |
| All | +1,604.2% | +15,994.1% | -14,389.9% | +569.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling