+145.4%
CCJ vs WU
-21.8%
+167.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.8% | -2.0% |
| 7D | -0.8% | -2.0% | +1.2% | -0.1% |
| 30D | -13.2% | +11.4% | -24.6% | -17.5% |
| 3M | -27.6% | -6.8% | -20.8% | -26.2% |
| 6M | -38.7% | -14.6% | -24.1% | -36.4% |
| YTD | -22.7% | -20.6% | -2.1% | -18.2% |
| 1Y | -17.6% | -15.4% | -2.2% | -15.4% |
| 3Y | +62.7% | -23.6% | +86.3% | +68.1% |
| 5Y | +159.7% | -43.4% | +203.1% | +197.4% |
| 10Y | +769.3% | -38.8% | +808.1% | +772.1% |
| All | +145.4% | -21.8% | +167.2% | +80.0% |
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