+5,509.6%
WDC vs CCJ
+1,099.6%
+4,410.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | +0.5% |
| 7D | +16.3% | +5.0% | +11.2% | +14.4% |
| 30D | -18.3% | -16.7% | -1.6% | -12.5% |
| 3M | -31.4% | -27.5% | -3.9% | -23.5% |
| 6M | -36.3% | -38.6% | +2.3% | -24.5% |
| YTD | +80.8% | -21.5% | +102.4% | +98.1% |
| 1Y | +87.7% | -22.3% | +110.0% | +106.4% |
| 3Y | +819.4% | +69.9% | +749.6% | +642.4% |
| 5Y | +583.2% | +163.6% | +419.6% | +350.7% |
| 10Y | +689.8% | +782.3% | -92.5% | +207.5% |
| All | +5,509.6% | +1,099.6% | +4,410.0% | +2,120.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling