+753.7%
CCJ vs WWD
+439.4%
+314.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.8% | -1.2% |
| 7D | -0.8% | +4.0% | -4.8% | -2.3% |
| 30D | -13.2% | +0.4% | -13.6% | -13.4% |
| 3M | -27.6% | -7.9% | -19.7% | -25.2% |
| 6M | -38.7% | -10.6% | -28.1% | -36.2% |
| YTD | -22.7% | +9.4% | -32.1% | -26.0% |
| 1Y | -17.6% | +25.7% | -43.3% | -25.6% |
| 3Y | +62.7% | +148.5% | -85.9% | +11.3% |
| 5Y | +159.7% | +189.5% | -29.8% | +65.1% |
| All | +753.7% | +439.4% | +314.3% | +314.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling