+3,367.5%
CCJ vs WTW
+1,094.8%
+2,272.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.6% | +2.0% | -0.3% |
| 7D | +4.2% | -7.1% | +11.3% | +6.8% |
| 30D | +3.2% | -8.5% | +11.7% | +6.3% |
| 3M | -1.8% | +20.6% | -22.4% | -8.7% |
| 6M | -13.5% | +7.2% | -20.8% | -17.2% |
| YTD | +9.7% | -3.9% | +13.6% | +8.3% |
| 1Y | +30.0% | -3.6% | +33.6% | +27.7% |
| 3Y | +172.6% | +60.7% | +111.9% | +113.7% |
| 5Y | +342.9% | +42.2% | +300.8% | +263.0% |
| 10Y | +1,099.7% | +195.5% | +904.3% | +612.7% |
| All | +3,367.5% | +1,094.8% | +2,272.6% | +1,254.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling