+1,583.6%
CCJ vs WWD
+13,992.9%
-12,409.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -0.9% | -0.2% |
| 7D | +0.7% | +1.3% | -0.6% | +0.3% |
| 30D | +6.9% | -7.2% | +14.0% | +9.6% |
| 3M | -11.6% | -3.8% | -7.8% | -10.8% |
| 6M | -16.2% | -9.9% | -6.3% | -13.6% |
| YTD | +10.1% | +14.8% | -4.7% | +4.5% |
| 1Y | +32.3% | +42.1% | -9.8% | +16.6% |
| 3Y | +171.3% | +170.8% | +0.5% | +91.6% |
| 5Y | +372.4% | +197.5% | +174.9% | +221.3% |
| 10Y | +1,070.0% | +477.8% | +592.2% | +501.0% |
| All | +1,583.6% | +13,992.9% | -12,409.3% | +448.5% |
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