-22.3%
CCJ vs WWD
+23.9%
-46.2%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.0% | -1.5% | -2.4% |
| 7D | +5.0% | +8.2% | -3.1% | +1.0% |
| 30D | -16.7% | -0.2% | -16.5% | -16.6% |
| 3M | -27.5% | -8.4% | -19.1% | -24.4% |
| 6M | -38.6% | -9.5% | -29.1% | -36.1% |
| YTD | -21.5% | +10.1% | -31.6% | -26.1% |
| 1Y | -22.3% | +21.6% | -43.9% | -30.3% |
| All | -22.3% | +23.9% | -46.2% | -30.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling