+53.5%
CME vs WCN
+19.6%
+33.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.8% |
| 7D | -2.9% | -0.4% | -2.4% | -2.8% |
| 30D | +5.5% | -2.1% | +7.7% | +6.1% |
| 3M | +11.0% | +6.4% | +4.6% | +9.1% |
| 6M | -9.7% | -3.7% | -6.0% | -9.1% |
| YTD | +4.9% | -6.4% | +11.2% | +6.2% |
| 1Y | +10.1% | -7.9% | +18.0% | +11.9% |
| 3Y | +53.5% | +20.8% | +32.7% | +52.9% |
| All | +53.5% | +19.6% | +33.9% | +52.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling