-17.6%
CCJ vs WU
-15.0%
-2.6%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.8% | -1.4% |
| 7D | -0.8% | -2.0% | +1.2% | -0.9% |
| 30D | -13.2% | +11.4% | -24.6% | -13.3% |
| 3M | -27.6% | -6.8% | -20.8% | -27.6% |
| 6M | -38.7% | -14.6% | -24.1% | -39.6% |
| YTD | -22.7% | -20.6% | -2.1% | -23.9% |
| 1Y | -17.6% | -15.4% | -2.2% | -18.7% |
| All | -17.6% | -15.0% | -2.6% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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