-63.8%
WBD vs CCJ
+54.7%
-118.6%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.7% | +4.4% | +4.9% |
| 7D | -13.9% | +1.3% | -15.2% | -14.2% |
| 30D | -7.6% | +14.2% | -21.8% | -11.6% |
| 3M | -28.3% | +24.3% | -52.6% | -33.8% |
| 6M | -22.3% | +48.5% | -70.8% | -32.9% |
| YTD | +6.9% | +87.5% | -80.6% | -14.9% |
| 1Y | -6.2% | +77.4% | -83.6% | -23.9% |
| All | -63.8% | +54.7% | -118.6% | -70.8% |
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