+288.0%
CME vs WCC
+460.5%
-172.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | +1.7% | -9.9% | +11.6% | +2.7% |
| 30D | +10.2% | -13.4% | +23.6% | +11.6% |
| 3M | +17.8% | -13.5% | +31.3% | +19.1% |
| 6M | +11.0% | -10.6% | +21.6% | +11.1% |
| YTD | +17.0% | +30.1% | -13.0% | +10.4% |
| 1Y | +15.8% | +22.3% | -6.5% | +10.1% |
| 3Y | +61.8% | +130.3% | -68.5% | +32.2% |
| 5Y | +72.5% | +144.5% | -72.0% | +32.4% |
| 10Y | +288.0% | +431.8% | -143.8% | +104.8% |
| All | +288.0% | +460.5% | -172.5% | +104.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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