-17.9%
WDAY vs CCJ
+28.7%
-46.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | -0.3% |
| 7D | -7.4% | +4.2% | -11.6% | -6.8% |
| 30D | +1.0% | +3.2% | -2.2% | +1.5% |
| 3M | +32.7% | -1.8% | +34.5% | +33.4% |
| 6M | +25.6% | -13.5% | +39.1% | +25.3% |
| YTD | -13.4% | +9.7% | -23.1% | -14.3% |
| All | -17.9% | +28.7% | -46.6% | -19.6% |
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 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