+272.7%
WBD vs CCJ
-55.4%
+328.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.6% | +4.1% | +2.4% |
| 7D | +3.1% | +5.7% | -2.6% | +1.3% |
| 30D | +1.0% | +12.2% | -11.2% | -3.1% |
| 3M | +1.3% | -10.1% | +11.4% | +4.1% |
| 6M | -8.7% | -24.9% | +16.1% | -0.8% |
| YTD | -0.9% | -27.8% | +26.9% | +8.8% |
| 1Y | -13.6% | -28.5% | +14.8% | -5.0% |
| 3Y | -38.8% | -50.9% | +12.1% | -26.9% |
| 5Y | +19.3% | -51.3% | +70.5% | +38.7% |
| 10Y | +279.4% | -69.8% | +349.2% | +328.5% |
| All | +272.7% | -55.4% | +328.1% | +305.1% |
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