+142.7%
WFC vs CCJ
+1,074.4%
-931.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.7% | +0.3% |
| 7D | +0.3% | -3.2% | +3.5% | +0.8% |
| 30D | +2.3% | -1.3% | +3.6% | +2.3% |
| 3M | +9.8% | +2.5% | +7.2% | +8.7% |
| 6M | +15.6% | -18.9% | +34.4% | +18.6% |
| YTD | -2.4% | +6.5% | -8.9% | -5.5% |
| 1Y | +13.8% | +22.8% | -9.0% | +6.1% |
| 3Y | +134.6% | +164.5% | -29.8% | +80.3% |
| 5Y | +127.9% | +303.7% | -175.8% | +53.3% |
| All | +142.7% | +1,074.4% | -931.7% | +16.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling