+1,578.5%
WM vs CCJ
+1,583.6%
-5.1%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.4% | -1.2% |
| 7D | -0.3% | +0.7% | -1.0% | -0.4% |
| 30D | -2.4% | +6.9% | -9.2% | -3.3% |
| 3M | +0.4% | -11.6% | +12.1% | +1.4% |
| 6M | -9.5% | -16.2% | +6.7% | -8.6% |
| YTD | +0.5% | +10.1% | -9.6% | -2.2% |
| 1Y | -1.1% | +32.3% | -33.4% | -7.0% |
| 3Y | +46.0% | +171.3% | -125.3% | +21.2% |
| 5Y | +51.8% | +372.4% | -320.6% | +12.7% |
| 10Y | +307.5% | +1,070.0% | -762.5% | +145.1% |
| All | +1,578.5% | +1,583.6% | -5.1% | +662.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling