-25.9%
CCJ vs WTW
+8.6%
-34.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.0% | -4.2% | -0.2% |
| 7D | -14.5% | +4.9% | -19.4% | -13.0% |
| 30D | -18.1% | +17.1% | -35.1% | -13.6% |
| 3M | -23.0% | -0.3% | -22.7% | -23.1% |
| 6M | -39.4% | +30.7% | -70.0% | -31.8% |
| YTD | -21.7% | +3.7% | -25.4% | -15.9% |
| 1Y | -25.9% | +5.9% | -31.8% | -22.1% |
| All | -25.9% | +8.6% | -34.5% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 1y: compounded portfolio wealth divided by compounded WTW 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…
1y analysis · Full analysis span regression · 6 months rolling