+163.6%
CCJ vs WU
-43.2%
+206.8%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.2% | -3.2% |
| 7D | +5.0% | -5.3% | +10.3% | +6.0% |
| 30D | -16.7% | +9.0% | -25.7% | -18.3% |
| 3M | -27.5% | -3.6% | -24.0% | -27.3% |
| 6M | -38.6% | -19.4% | -19.2% | -36.7% |
| YTD | -21.5% | -21.7% | +0.2% | -19.0% |
| 1Y | -22.3% | -16.1% | -6.2% | -21.3% |
| 3Y | +69.9% | -24.1% | +94.0% | +71.9% |
| 5Y | +163.6% | -44.1% | +207.7% | +182.8% |
| All | +163.6% | -43.2% | +206.8% | +182.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling