+77.2%
CME vs WCC
+229.6%
-152.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.5% | -3.6% | -1.1% |
| 7D | -2.9% | +8.5% | -11.4% | -2.9% |
| 30D | +5.5% | -1.0% | +6.5% | +5.5% |
| 3M | +11.0% | +2.1% | +8.9% | +10.9% |
| 6M | -9.7% | +36.8% | -46.5% | -10.5% |
| YTD | +4.9% | +47.7% | -42.9% | +3.5% |
| 1Y | +10.1% | +66.5% | -56.4% | +8.1% |
| 3Y | +53.5% | +134.2% | -80.6% | +44.8% |
| 5Y | +77.2% | +231.6% | -154.5% | +49.2% |
| All | +77.2% | +229.6% | -152.5% | +49.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling