+13.8%
WFC vs CCJ
+24.9%
-11.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.7% | 0.0% |
| 7D | +0.3% | -3.2% | +3.5% | +0.5% |
| 30D | +2.3% | -1.3% | +3.6% | +2.3% |
| 3M | +9.8% | +2.5% | +7.2% | +9.1% |
| 6M | +15.6% | -18.9% | +34.4% | +16.8% |
| YTD | -2.4% | +6.5% | -8.9% | -4.2% |
| 1Y | +13.8% | +22.8% | -9.0% | +10.7% |
| All | +13.8% | +24.9% | -11.0% | +10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling