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  • WDAY vs CCJ✓SelectedUSD · CCJWDAY vs CCJ performance historyLatest closeAs of-0.12%09/09
Stock and ETF performance explorer

WDAY vs CCJ

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+113.3%
CCJ return
+1,078.9%
Excess return
-965.6%
Maximum drawdown
-63.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioCCJExcessAlpha
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