+608.2%
WDC vs CCJ
+182.9%
+425.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.0% | +6.3% | +7.6% |
| 7D | -3.2% | +3.7% | -6.9% | -4.2% |
| 30D | -19.0% | -13.7% | -5.3% | -13.9% |
| 3M | -28.4% | -24.7% | -3.7% | -20.4% |
| 6M | -39.2% | -38.1% | -1.1% | -27.4% |
| YTD | +82.1% | -18.8% | +100.8% | +100.1% |
| 1Y | +84.7% | -19.5% | +104.2% | +103.5% |
| 3Y | +825.6% | +75.9% | +749.8% | +656.6% |
| 5Y | +608.2% | +173.1% | +435.1% | +390.5% |
| All | +608.2% | +182.9% | +425.3% | +390.5% |
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 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