+298.2%
WBD vs CCJ
+451.9%
-153.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | -1.8% | +0.7% | -2.5% | -2.0% |
| 30D | +8.8% | +6.9% | +1.9% | +6.6% |
| 3M | +4.6% | -11.6% | +16.3% | +7.2% |
| 6M | +1.1% | -16.2% | +17.3% | +3.8% |
| YTD | -2.0% | +10.1% | -12.1% | -7.6% |
| 1Y | +140.0% | +32.3% | +107.7% | +110.9% |
| 3Y | +144.4% | +171.3% | -26.9% | +66.6% |
| 5Y | -0.2% | +372.4% | -372.6% | -44.7% |
| 10Y | +9.1% | +1,070.0% | -1,060.9% | -59.4% |
| All | +298.2% | +451.9% | -153.7% | +59.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling