-25.7%
WDAY vs CCJ
+174.2%
-199.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.2% | -6.1% | -4.8% |
| 7D | -6.1% | +5.9% | -12.0% | -6.0% |
| 30D | +3.7% | +4.7% | -1.0% | +3.7% |
| 3M | +29.6% | -3.3% | +32.9% | +29.9% |
| 6M | +23.3% | -7.0% | +30.4% | +23.4% |
| YTD | -13.3% | +11.5% | -24.7% | -15.0% |
| 1Y | -19.6% | +32.3% | -51.9% | -22.7% |
| 3Y | -25.7% | +176.8% | -202.5% | -36.2% |
| All | -25.7% | +174.2% | -199.9% | -36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling