+1,583.6%
CCJ vs WST
+8,787.5%
-7,203.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | +0.7% | +0.7% | 0.0% | +0.5% |
| 30D | +6.9% | -3.1% | +10.0% | +7.8% |
| 3M | -11.6% | +7.2% | -18.9% | -13.5% |
| 6M | -16.2% | +36.8% | -53.0% | -23.7% |
| YTD | +10.1% | +23.8% | -13.7% | +2.5% |
| 1Y | +32.3% | +37.8% | -5.5% | +18.9% |
| 3Y | +171.3% | -15.9% | +187.2% | +161.2% |
| 5Y | +372.4% | -25.8% | +398.2% | +360.2% |
| 10Y | +1,070.0% | +319.6% | +750.4% | +515.8% |
| All | +1,583.6% | +8,787.5% | -7,203.8% | +297.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling