+1,099.7%
CCJ vs WST
+325.7%
+774.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | +4.2% | -1.7% | +5.8% | +4.5% |
| 30D | +3.2% | -4.3% | +7.5% | +4.0% |
| 3M | -1.8% | +0.7% | -2.6% | -2.0% |
| 6M | -13.5% | +36.0% | -49.6% | -18.8% |
| YTD | +9.7% | +22.7% | -13.0% | +4.8% |
| 1Y | +30.0% | +34.1% | -4.1% | +21.6% |
| 3Y | +172.6% | -13.6% | +186.2% | +167.4% |
| 5Y | +342.9% | -26.0% | +368.9% | +333.6% |
| 10Y | +1,099.7% | +335.8% | +764.0% | +714.5% |
| All | +1,099.7% | +325.7% | +774.1% | +714.5% |
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 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