+1,101.1%
CCJ vs WWD
+498.9%
+602.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.1% | -1.3% |
| 7D | +4.2% | +0.6% | +3.5% | +3.9% |
| 30D | +3.2% | -5.1% | +8.3% | +5.4% |
| 3M | -1.8% | -11.2% | +9.4% | +2.7% |
| 6M | -13.5% | -12.0% | -1.5% | -9.7% |
| YTD | +9.7% | +12.0% | -2.2% | +4.1% |
| 1Y | +30.0% | +42.8% | -12.8% | +11.5% |
| 3Y | +172.6% | +168.9% | +3.7% | +81.0% |
| 5Y | +342.9% | +192.2% | +150.7% | +180.3% |
| All | +1,101.1% | +498.9% | +602.1% | +476.9% |
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