+7.8%
WBD vs CCJ
+326.6%
-318.8%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.0% | +4.0% | +1.7% |
| 7D | -0.6% | -3.2% | +2.6% | +0.1% |
| 30D | +4.2% | -1.3% | +5.5% | +4.3% |
| 3M | +7.5% | +2.5% | +5.0% | +6.2% |
| 6M | +1.6% | -18.9% | +20.5% | +4.9% |
| YTD | -2.2% | +6.5% | -8.6% | -6.7% |
| 1Y | +124.9% | +22.8% | +102.1% | +102.4% |
| 3Y | +149.1% | +164.5% | -15.4% | +67.3% |
| 5Y | +7.8% | +303.7% | -295.9% | -38.0% |
| All | +7.8% | +326.6% | -318.8% | -38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 5y: compounded portfolio wealth divided by compounded CCJ 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…
5y analysis · Full analysis span regression · 6 months rolling