+2,152.9%
WFC vs CCJ
+1,099.6%
+1,053.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +0.7% |
| 7D | +1.7% | +5.0% | -3.3% | +0.5% |
| 30D | +6.8% | -16.7% | +23.5% | +10.9% |
| 3M | -3.0% | -27.5% | +24.5% | +3.4% |
| 6M | +15.4% | -38.6% | +54.0% | +26.8% |
| YTD | -5.9% | -21.5% | +15.6% | -3.6% |
| 1Y | +1.7% | -22.3% | +24.0% | +4.1% |
| 3Y | +124.9% | +69.9% | +55.0% | +82.4% |
| 5Y | +90.5% | +163.6% | -73.1% | +33.0% |
| 10Y | +117.8% | +782.3% | -664.4% | +1.8% |
| All | +2,152.9% | +1,099.6% | +1,053.2% | +914.0% |
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