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  • WELL vs CCJ✓SelectedUSD · CCJWELL vs CCJ performance historyLatest closeAs of+0.46%09/08
Stock and ETF performance explorer

WELL vs CCJ

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+359.1%
CCJ return
+1,097.2%
Excess return
-738.0%
Maximum drawdown
-63.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioCCJExcessAlpha
1D+0.5%+1.2%-0.8%+0.3%
7D-1.3%+5.9%-7.3%-2.0%
30D+0.5%+4.7%-4.2%-0.1%
3M+19.1%-3.3%+22.4%+19.1%
6M+17.0%-7.0%+24.0%+16.9%
YTD+29.2%+11.5%+17.7%+25.3%
1Y+42.1%+32.3%+9.9%+33.2%
3Y+204.5%+176.8%+27.7%+145.2%
5Y+211.0%+351.8%-140.8%+121.0%
All+359.1%+1,097.2%-738.0%+160.2%

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