+642.9%
WDC vs CCJ
+765.4%
-122.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.5% | -3.5% | -4.5% |
| 7D | +12.1% | -0.8% | +12.9% | +12.5% |
| 30D | -18.8% | -13.2% | -5.6% | -14.2% |
| 3M | -39.3% | -27.6% | -11.7% | -32.2% |
| 6M | -40.1% | -38.7% | -1.4% | -29.1% |
| YTD | +71.8% | -22.7% | +94.5% | +89.9% |
| 1Y | +88.5% | -17.6% | +106.0% | +104.6% |
| 3Y | +770.0% | +62.7% | +707.3% | +628.7% |
| 5Y | +549.0% | +159.7% | +389.3% | +348.6% |
| All | +642.9% | +765.4% | -122.5% | +235.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling