+1,065.3%
CCJ vs WWD
+490.2%
+575.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.5% | -2.4% |
| 7D | -3.2% | -2.9% | -0.3% | -2.0% |
| 30D | -1.3% | -6.6% | +5.3% | +1.4% |
| 3M | +2.5% | -9.3% | +11.8% | +6.2% |
| 6M | -18.9% | -13.6% | -5.3% | -14.6% |
| YTD | +6.5% | +10.4% | -3.9% | +1.6% |
| 1Y | +22.8% | +39.9% | -17.1% | +6.2% |
| 3Y | +164.5% | +165.0% | -0.6% | +76.7% |
| 5Y | +303.7% | +183.8% | +119.9% | +158.2% |
| All | +1,065.3% | +490.2% | +575.1% | +463.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded WWD 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling