+1,142.1%
CCJ vs WWD
+13,680.7%
-12,538.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.3% | +0.7% | +1.5% |
| 7D | +3.7% | +3.7% | 0.0% | +2.5% |
| 30D | -13.7% | +1.8% | -15.5% | -14.3% |
| 3M | -24.7% | -5.0% | -19.8% | -23.5% |
| 6M | -38.1% | -8.4% | -29.7% | -36.6% |
| YTD | -18.8% | +12.3% | -31.0% | -22.3% |
| 1Y | -19.5% | +26.2% | -45.8% | -26.1% |
| 3Y | +75.9% | +154.6% | -78.7% | +26.8% |
| 5Y | +173.1% | +195.3% | -22.1% | +86.2% |
| 10Y | +813.5% | +466.3% | +347.2% | +372.5% |
| All | +1,142.1% | +13,680.7% | -12,538.6% | +307.4% |
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