+300.2%
CCJ vs WTW
+42.0%
+258.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.8% | -0.8% |
| 7D | -4.0% | -5.7% | +1.7% | -3.3% |
| 30D | -2.4% | -7.3% | +4.9% | -1.5% |
| 3M | -2.3% | +21.5% | -23.8% | -5.0% |
| 6M | -16.2% | +9.6% | -25.8% | -17.4% |
| YTD | +5.7% | -3.3% | +9.0% | +6.9% |
| 1Y | +21.3% | -6.1% | +27.4% | +23.7% |
| 3Y | +159.4% | +61.8% | +97.5% | +95.3% |
| All | +300.2% | +42.0% | +258.2% | +200.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling