+124.0%
WFC vs CCJ
+354.8%
-230.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.2% | -3.5% | -2.4% |
| 7D | +1.1% | +5.9% | -4.9% | +0.2% |
| 30D | +0.8% | +4.7% | -3.9% | 0.0% |
| 3M | +9.3% | -3.3% | +12.6% | +9.3% |
| 6M | +10.6% | -7.0% | +17.7% | +10.7% |
| YTD | -4.1% | +11.5% | -15.5% | -7.2% |
| 1Y | +13.6% | +32.3% | -18.7% | +5.9% |
| 3Y | +130.7% | +176.8% | -46.1% | +82.3% |
| All | +124.0% | +354.8% | -230.8% | +60.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling