-25.9%
CCJ vs WST
+47.3%
-73.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.7% | -1.2% |
| 7D | -14.5% | +1.3% | -15.8% | -14.6% |
| 30D | -18.1% | +8.5% | -26.6% | -18.5% |
| 3M | -23.0% | +17.2% | -40.2% | -23.7% |
| 6M | -39.4% | +36.3% | -75.7% | -40.3% |
| YTD | -21.7% | +48.9% | -70.6% | -21.4% |
| 1Y | -25.9% | +42.9% | -68.8% | -24.5% |
| All | -25.9% | +47.3% | -73.2% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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