+20.2%
WM vs CCJ
-19.9%
+40.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.0% | -0.8% | +1.4% |
| 7D | +0.8% | +3.7% | -2.9% | +1.2% |
| 30D | +13.8% | -13.7% | +27.5% | +12.5% |
| 3M | +6.4% | -24.7% | +31.1% | +4.0% |
| 6M | +13.2% | -38.1% | +51.4% | +10.4% |
| YTD | +10.8% | -18.8% | +29.5% | +10.0% |
| 1Y | +20.2% | -19.5% | +39.7% | +19.4% |
| All | +20.2% | -19.9% | +40.1% | +19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling