+113.2%
WDC vs CCJ
-26.2%
+139.4%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.2% | -5.6% | -5.9% |
| 7D | -18.3% | -14.5% | -3.8% | -8.4% |
| 30D | -26.7% | -18.1% | -8.6% | -15.7% |
| 3M | -40.9% | -23.0% | -17.9% | -30.0% |
| 6M | -26.8% | -39.4% | +12.6% | +2.3% |
| YTD | +88.2% | -21.7% | +109.8% | +115.1% |
| 1Y | +113.2% | -25.9% | +139.1% | +151.6% |
| All | +113.2% | -26.2% | +139.4% | +151.6% |
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