+1,289.7%
WDC vs CCJ
+1,110.5%
+179.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.6% | +1.5% |
| 7D | +7.5% | +4.2% | +3.3% | +6.0% |
| 30D | +10.1% | +3.2% | +6.9% | +8.6% |
| 3M | -6.8% | -1.8% | -5.0% | -6.2% |
| 6M | +84.1% | -13.5% | +97.7% | +92.3% |
| YTD | +180.3% | +9.7% | +170.5% | +174.1% |
| 1Y | +411.1% | +30.0% | +381.1% | +367.7% |
| 3Y | +1,375.0% | +172.6% | +1,202.4% | +945.0% |
| 5Y | +991.6% | +342.9% | +648.6% | +535.4% |
| All | +1,289.7% | +1,110.5% | +179.2% | +520.3% |
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