+1,757.4%
WM vs CCJ
+1,042.0%
+715.5%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.7% | +5.8% | +1.7% |
| 7D | +4.5% | -18.2% | +22.6% | +6.8% |
| 30D | +16.1% | -26.5% | +42.6% | +20.0% |
| 3M | +8.0% | -27.5% | +35.6% | +11.7% |
| 6M | +8.4% | -40.3% | +48.7% | +14.0% |
| YTD | +11.2% | -25.3% | +36.5% | +12.8% |
| 1Y | +22.3% | -28.1% | +50.4% | +24.4% |
| 3Y | +50.2% | +63.8% | -13.6% | +32.4% |
| 5Y | +63.3% | +156.3% | -93.0% | +31.2% |
| 10Y | +355.0% | +787.8% | -432.7% | +180.8% |
| All | +1,757.4% | +1,042.0% | +715.5% | +779.9% |
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