+328.7%
WM vs CCJ
+859.4%
-530.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.7% | -5.6% | -0.1% |
| 7D | -0.5% | +2.7% | -3.2% | -0.6% |
| 30D | +13.3% | -14.4% | +27.7% | +14.0% |
| 3M | +4.4% | -22.6% | +27.0% | +5.5% |
| 6M | +10.8% | -35.4% | +46.3% | +12.9% |
| YTD | +9.1% | -17.6% | +26.7% | +9.0% |
| 1Y | +19.1% | -18.1% | +37.3% | +19.0% |
| 3Y | +45.7% | +79.6% | -33.9% | +34.1% |
| 5Y | +60.4% | +175.3% | -114.8% | +39.8% |
| 10Y | +328.7% | +844.8% | -516.1% | +233.2% |
| All | +328.7% | +859.4% | -530.7% | +233.2% |
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