+306.4%
WM vs CCJ
+1,044.2%
-737.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.4% | -1.2% |
| 7D | -0.3% | +0.7% | -1.0% | -0.3% |
| 30D | -2.4% | +6.9% | -9.2% | -2.8% |
| 3M | +0.4% | -11.6% | +12.1% | +0.9% |
| 6M | -9.5% | -16.2% | +6.7% | -9.0% |
| YTD | +0.5% | +10.1% | -9.6% | -0.9% |
| 1Y | -1.1% | +32.3% | -33.4% | -4.2% |
| 3Y | +46.0% | +171.3% | -125.3% | +31.3% |
| 5Y | +51.8% | +372.4% | -320.6% | +27.9% |
| All | +306.4% | +1,044.2% | -737.8% | +213.8% |
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 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