+176.8%
CCJ vs WWD
+164.2%
+12.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.0% | +3.2% | +2.2% |
| 7D | +5.9% | +0.8% | +5.1% | +5.5% |
| 30D | +4.7% | -6.4% | +11.1% | +8.1% |
| 3M | -3.3% | -5.6% | +2.3% | -1.3% |
| 6M | -7.0% | -9.1% | +2.1% | -3.8% |
| YTD | +11.5% | +12.5% | -1.1% | +3.8% |
| 1Y | +32.3% | +41.3% | -9.1% | +9.1% |
| 3Y | +176.8% | +170.2% | +6.6% | +62.3% |
| All | +176.8% | +164.2% | +12.7% | +62.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling