+287.9%
WDAY vs CCJ
+342.9%
-54.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | -0.2% |
| 7D | -4.6% | +0.4% | -5.0% | -4.7% |
| 30D | +1.2% | -17.2% | +18.5% | +4.0% |
| 3M | +2.6% | -25.1% | +27.7% | +6.6% |
| 6M | +47.8% | -37.6% | +85.4% | +57.2% |
| YTD | -12.1% | -20.4% | +8.3% | -12.4% |
| 1Y | -17.1% | -22.5% | +5.4% | -17.2% |
| 3Y | -17.9% | +72.5% | -90.3% | -34.0% |
| 5Y | -35.1% | +179.9% | -215.0% | -54.6% |
| 10Y | +130.1% | +772.6% | -642.5% | +17.0% |
| All | +287.9% | +342.9% | -54.9% | +121.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling