+6,940.1%
WELL vs CCJ
+1,091.6%
+5,848.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.3% | -4.5% | -0.8% |
| 7D | +4.4% | -7.3% | +11.7% | +5.5% |
| 30D | +10.8% | -20.0% | +30.8% | +14.2% |
| 3M | +4.2% | -23.8% | +28.1% | +8.0% |
| 6M | +14.0% | -42.4% | +56.4% | +22.4% |
| YTD | +33.4% | -22.1% | +55.5% | +35.4% |
| 1Y | +32.4% | -20.8% | +53.2% | +33.7% |
| 3Y | +194.7% | +75.7% | +119.0% | +150.6% |
| 5Y | +226.5% | +167.4% | +59.0% | +149.8% |
| 10Y | +429.8% | +826.3% | -396.5% | +203.1% |
| All | +6,940.1% | +1,091.6% | +5,848.5% | +3,774.8% |
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