+58.5%
WM vs CCJ
+169.1%
-110.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | +0.4% |
| 7D | +1.2% | +0.4% | +0.7% | +1.1% |
| 30D | +13.7% | -17.2% | +30.9% | +14.2% |
| 3M | +5.2% | -25.1% | +30.3% | +5.9% |
| 6M | +11.2% | -37.6% | +48.8% | +12.6% |
| YTD | +9.4% | -20.4% | +29.8% | +9.1% |
| 1Y | +20.4% | -22.5% | +42.9% | +20.1% |
| 3Y | +44.7% | +72.5% | -27.8% | +31.9% |
| 5Y | +58.5% | +179.9% | -121.4% | +36.4% |
| All | +58.5% | +169.1% | -110.7% | +36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling