+1,359.8%
WDC vs CCJ
+174.2%
+1,185.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.2% | +0.9% | +1.6% |
| 7D | +6.0% | +5.9% | +0.1% | +3.4% |
| 30D | +9.9% | +4.7% | +5.2% | +7.4% |
| 3M | -9.4% | -3.3% | -6.1% | -8.4% |
| 6M | +94.7% | -7.0% | +101.8% | +98.9% |
| YTD | +177.4% | +11.5% | +165.9% | +170.0% |
| 1Y | +412.6% | +32.3% | +380.3% | +363.2% |
| 3Y | +1,359.8% | +176.8% | +1,182.9% | +946.6% |
| All | +1,359.8% | +174.2% | +1,185.5% | +946.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling