+6,781.2%
CME vs WCC
+7,303.0%
-521.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.9% | -4.1% | -1.2% |
| 7D | -1.6% | +4.5% | -6.0% | -2.7% |
| 30D | +6.2% | -5.8% | +12.0% | +7.5% |
| 3M | +10.4% | -3.7% | +14.1% | +10.1% |
| 6M | -9.5% | +23.1% | -32.6% | -16.2% |
| YTD | +6.0% | +44.2% | -38.1% | -6.2% |
| 1Y | +9.3% | +62.1% | -52.8% | -7.0% |
| 3Y | +57.7% | +121.1% | -63.5% | +14.0% |
| 5Y | +77.7% | +214.0% | -136.3% | +7.6% |
| 10Y | +281.2% | +472.8% | -191.6% | +64.5% |
| All | +6,781.2% | +7,303.0% | -521.8% | +1,484.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling