+753.7%
CCJ vs WST
+456.5%
+297.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.7% | -1.7% |
| 7D | -0.8% | +4.2% | -5.0% | -1.6% |
| 30D | -13.2% | +11.2% | -24.4% | -14.8% |
| 3M | -27.6% | +20.4% | -48.0% | -30.1% |
| 6M | -38.7% | +37.9% | -76.6% | -42.4% |
| YTD | -22.7% | +51.8% | -74.5% | -29.1% |
| 1Y | -17.6% | +56.6% | -74.2% | -24.9% |
| 3Y | +62.7% | +24.2% | +38.5% | +47.1% |
| 5Y | +159.7% | +0.7% | +159.1% | +139.8% |
| All | +753.7% | +456.5% | +297.1% | +454.8% |
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