-15.3%
WDAY vs CCJ
+31.2%
-46.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.4% |
| 7D | -4.4% | +0.7% | -5.1% | -4.3% |
| 30D | +14.7% | +6.9% | +7.9% | +15.8% |
| 3M | +32.4% | -11.6% | +44.0% | +31.6% |
| 6M | +36.9% | -16.2% | +53.1% | +36.4% |
| YTD | -8.8% | +10.1% | -19.0% | -9.7% |
| 1Y | -15.3% | +32.3% | -47.6% | -17.3% |
| All | -15.3% | +31.2% | -46.5% | -17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling