+55.0%
CME vs WCC
+131.2%
-76.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.9% | -4.1% | 0.0% |
| 7D | -1.6% | +4.5% | -6.0% | -1.3% |
| 30D | +6.2% | -5.8% | +12.0% | +5.9% |
| 3M | +10.4% | -3.7% | +14.1% | +10.5% |
| 6M | -9.5% | +23.1% | -32.6% | -8.3% |
| YTD | +6.0% | +44.2% | -38.1% | +8.3% |
| 1Y | +9.3% | +62.1% | -52.8% | +12.3% |
| All | +55.0% | +131.2% | -76.2% | +61.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling