+1,099.6%
CCJ vs WWD
+13,410.0%
-12,310.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.0% | -1.5% | -2.8% |
| 7D | +5.0% | +8.2% | -3.1% | +2.4% |
| 30D | -16.7% | -0.2% | -16.5% | -16.7% |
| 3M | -27.5% | -8.4% | -19.1% | -25.4% |
| 6M | -38.6% | -9.5% | -29.1% | -36.8% |
| YTD | -21.5% | +10.1% | -31.6% | -24.5% |
| 1Y | -22.3% | +21.6% | -43.9% | -27.7% |
| 3Y | +69.9% | +149.6% | -79.7% | +23.3% |
| 5Y | +163.6% | +191.3% | -27.7% | +80.6% |
| 10Y | +782.3% | +455.2% | +327.1% | +359.5% |
| All | +1,099.6% | +13,410.0% | -12,310.4% | +296.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling