+6,686.1%
WELL vs CCJ
+1,583.6%
+5,102.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | -0.8% | +0.7% | -1.5% | -0.9% |
| 30D | -0.1% | +6.9% | -6.9% | -1.2% |
| 3M | +18.0% | -11.6% | +29.7% | +19.5% |
| 6M | +15.0% | -16.2% | +31.2% | +16.7% |
| YTD | +28.6% | +10.1% | +18.5% | +24.4% |
| 1Y | +42.9% | +32.3% | +10.6% | +32.8% |
| 3Y | +203.0% | +171.3% | +31.7% | +141.5% |
| 5Y | +206.9% | +372.4% | -165.5% | +114.2% |
| 10Y | +339.5% | +1,070.0% | -730.6% | +143.9% |
| All | +6,686.1% | +1,583.6% | +5,102.5% | +3,460.8% |
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