+77.5%
CME vs WCN
+28.6%
+49.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.7% |
| 7D | -2.9% | -0.4% | -2.4% | -2.7% |
| 30D | +5.5% | -2.1% | +7.7% | +6.2% |
| 3M | +11.0% | +6.4% | +4.6% | +8.4% |
| 6M | -9.7% | -3.7% | -6.0% | -8.9% |
| YTD | +4.9% | -6.4% | +11.2% | +6.7% |
| 1Y | +10.1% | -7.9% | +18.0% | +12.5% |
| 3Y | +53.5% | +20.8% | +32.7% | +40.1% |
| All | +77.5% | +28.6% | +49.0% | +57.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling