+772.6%
CCJ vs WST
+446.4%
+326.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.2% | -3.3% |
| 7D | +0.4% | +1.4% | -0.9% | +0.2% |
| 30D | -17.2% | +12.7% | -30.0% | -19.0% |
| 3M | -25.1% | +17.2% | -42.3% | -27.3% |
| 6M | -37.6% | +26.7% | -64.2% | -40.4% |
| YTD | -20.4% | +50.3% | -70.6% | -26.8% |
| 1Y | -22.5% | +50.2% | -72.8% | -28.8% |
| 3Y | +72.5% | +21.7% | +50.7% | +56.7% |
| 5Y | +179.9% | +2.0% | +177.8% | +157.5% |
| 10Y | +772.6% | +451.1% | +321.5% | +468.0% |
| All | +772.6% | +446.4% | +326.2% | +468.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling