+249.5%
CCJ vs WU
-19.6%
+269.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.5% |
| 7D | +0.7% | -0.8% | +1.6% | +1.0% |
| 30D | +6.9% | -1.1% | +8.0% | +7.1% |
| 3M | -11.6% | -3.9% | -7.8% | -11.9% |
| 6M | -16.2% | -20.7% | +4.4% | -9.8% |
| YTD | +10.1% | -18.4% | +28.5% | +16.2% |
| 1Y | +32.3% | -8.1% | +40.3% | +31.8% |
| 3Y | +171.3% | -24.2% | +195.5% | +183.2% |
| 5Y | +372.4% | -50.4% | +422.8% | +479.7% |
| 10Y | +1,070.0% | -40.0% | +1,110.1% | +1,099.8% |
| All | +249.5% | -19.6% | +269.1% | +155.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling