-31.6%
WDAY vs CCJ
+346.5%
-378.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.2% | -6.1% | -5.0% |
| 7D | -6.1% | +5.9% | -12.0% | -6.8% |
| 30D | +3.7% | +4.7% | -1.0% | +2.9% |
| 3M | +29.6% | -3.3% | +32.9% | +29.6% |
| 6M | +23.3% | -7.0% | +30.4% | +22.8% |
| YTD | -13.3% | +11.5% | -24.7% | -17.7% |
| 1Y | -19.6% | +32.3% | -51.9% | -27.5% |
| 3Y | -25.7% | +176.8% | -202.5% | -47.9% |
| 5Y | -31.6% | +351.8% | -383.4% | -60.6% |
| All | -31.6% | +346.5% | -378.1% | -60.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling