+143.3%
WFC vs CCJ
+1,110.5%
-967.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.5% | +2.2% |
| 7D | +0.4% | +4.2% | -3.7% | -0.3% |
| 30D | +2.5% | +3.2% | -0.7% | +1.7% |
| 3M | +10.0% | -1.8% | +11.8% | +9.8% |
| 6M | +15.1% | -13.5% | +28.6% | +16.7% |
| YTD | -2.2% | +9.7% | -12.0% | -5.8% |
| 1Y | +13.5% | +30.0% | -16.5% | +4.7% |
| 3Y | +135.2% | +172.6% | -37.4% | +79.7% |
| 5Y | +128.3% | +342.9% | -214.6% | +50.6% |
| All | +143.3% | +1,110.5% | -967.2% | +16.5% |
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