+63.2%
CME vs WCC
+110.7%
-47.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -0.3% |
| 7D | +0.9% | -14.7% | +15.6% | -0.3% |
| 30D | +13.2% | -20.1% | +33.2% | +11.5% |
| 3M | +16.3% | -21.2% | +37.4% | +14.5% |
| 6M | +7.1% | -19.2% | +26.3% | +6.1% |
| YTD | +15.8% | +20.2% | -4.4% | +17.1% |
| 1Y | +17.1% | +14.5% | +2.6% | +18.1% |
| 3Y | +63.2% | +115.1% | -52.0% | +69.5% |
| All | +63.2% | +110.7% | -47.5% | +69.5% |
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