+16.5%
CME vs WCC
+22.3%
-5.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.4% | +0.6% |
| 7D | +3.9% | +9.9% | -6.0% | +5.3% |
| 30D | +11.3% | -8.4% | +19.8% | +10.4% |
| 3M | +19.6% | -10.3% | +29.9% | +18.4% |
| 6M | +8.1% | -10.5% | +18.6% | +7.7% |
| YTD | +20.4% | +32.2% | -11.8% | +20.2% |
| 1Y | +16.5% | +25.5% | -9.0% | +16.1% |
| All | +16.5% | +22.3% | -5.8% | +16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling