+144.0%
WDAY vs CCJ
+765.4%
-621.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.5% | +4.5% | +3.3% |
| 7D | +1.8% | -0.8% | +2.6% | +1.9% |
| 30D | +4.1% | -13.2% | +17.3% | +6.0% |
| 3M | -4.8% | -27.6% | +22.8% | -0.8% |
| 6M | +68.6% | -38.7% | +107.3% | +79.3% |
| YTD | -8.5% | -22.7% | +14.2% | -8.6% |
| 1Y | -12.1% | -17.6% | +5.5% | -13.5% |
| 3Y | -13.2% | +62.7% | -75.9% | -29.8% |
| 5Y | -33.7% | +159.7% | -193.5% | -53.5% |
| All | +144.0% | +765.4% | -621.4% | +20.0% |
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