+113.3%
WDAY vs CCJ
+1,078.9%
-965.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.1% |
| 7D | -7.4% | +4.2% | -11.6% | -7.9% |
| 30D | +1.0% | +3.2% | -2.2% | +0.3% |
| 3M | +32.7% | -1.8% | +34.5% | +32.2% |
| 6M | +25.6% | -13.5% | +39.1% | +26.5% |
| YTD | -13.4% | +9.7% | -23.1% | -17.4% |
| 1Y | -19.4% | +30.0% | -49.4% | -26.5% |
| 3Y | -25.8% | +172.6% | -198.4% | -44.7% |
| 5Y | -31.1% | +342.9% | -374.0% | -55.2% |
| 10Y | +113.3% | +1,099.7% | -986.4% | +18.6% |
| All | +113.3% | +1,078.9% | -965.6% | +18.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling