+75.7%
CCJ vs WST
+19.1%
+56.7%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.9% | +2.5% | +4.2% |
| 7D | -7.3% | -3.1% | -4.2% | -7.1% |
| 30D | -20.0% | +9.1% | -29.0% | -20.4% |
| 3M | -23.8% | +14.7% | -38.5% | -24.5% |
| 6M | -42.4% | +28.0% | -70.4% | -43.3% |
| YTD | -22.1% | +45.6% | -67.7% | -24.0% |
| 1Y | -20.8% | +45.7% | -66.5% | -22.7% |
| 3Y | +75.7% | +21.1% | +54.7% | +76.9% |
| All | +75.7% | +19.1% | +56.7% | +76.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling