+336.4%
WM vs CCJ
+808.7%
-472.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.3% | -6.4% | -2.3% |
| 7D | +1.2% | -7.3% | +8.5% | +1.5% |
| 30D | +13.1% | -20.0% | +33.0% | +14.2% |
| 3M | +3.6% | -23.8% | +27.5% | +4.8% |
| 6M | +8.1% | -42.4% | +50.5% | +10.8% |
| YTD | +8.9% | -22.1% | +31.0% | +9.1% |
| 1Y | +20.3% | -20.8% | +41.2% | +20.3% |
| 3Y | +46.2% | +75.7% | -29.6% | +34.5% |
| 5Y | +59.9% | +167.4% | -107.6% | +39.4% |
| All | +336.4% | +808.7% | -472.3% | +240.4% |
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