+265.1%
WBD vs CCJ
-56.3%
+321.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | 0.0% |
| 7D | +2.8% | +2.4% | +0.4% | +2.0% |
| 30D | -4.2% | +7.3% | -11.5% | -6.7% |
| 3M | +1.0% | -9.5% | +10.5% | +3.6% |
| 6M | -8.0% | -25.1% | +17.1% | +0.2% |
| YTD | -2.9% | -29.2% | +26.3% | +7.3% |
| 1Y | -10.7% | -29.9% | +19.2% | -1.1% |
| 3Y | -40.6% | -52.2% | +11.6% | -28.4% |
| 5Y | +20.7% | -51.1% | +71.7% | +40.2% |
| 10Y | +274.4% | -71.1% | +345.4% | +326.7% |
| All | +265.1% | -56.3% | +321.4% | +299.6% |
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