+980.3%
WDC vs CCJ
+354.8%
+625.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.2% | +0.9% | +1.7% |
| 7D | +6.0% | +5.9% | +0.1% | +3.8% |
| 30D | +9.9% | +4.7% | +5.2% | +7.8% |
| 3M | -9.4% | -3.3% | -6.1% | -8.4% |
| 6M | +94.7% | -7.0% | +101.8% | +98.8% |
| YTD | +177.4% | +11.5% | +165.9% | +170.4% |
| 1Y | +412.6% | +32.3% | +380.3% | +367.4% |
| 3Y | +1,359.8% | +176.8% | +1,182.9% | +934.8% |
| All | +980.3% | +354.8% | +625.5% | +564.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling