+19.6%
CME vs WCN
+16.1%
+3.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.8% | -1.4% | +0.7% |
| 7D | +4.8% | +6.7% | -1.9% | +3.2% |
| 30D | +14.2% | +24.3% | -10.1% | +8.8% |
| 3M | +17.9% | +16.1% | +1.8% | +13.9% |
| 6M | +7.2% | +19.9% | -12.7% | +2.8% |
| YTD | +16.7% | +10.1% | +6.6% | +13.5% |
| 1Y | +19.6% | +14.4% | +5.1% | +16.5% |
| All | +19.6% | +16.1% | +3.5% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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