+73.1%
CME vs WCN
+48.0%
+25.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +3.9% | +2.6% | +1.4% | +3.1% |
| 30D | +11.3% | +23.9% | -12.6% | +3.6% |
| 3M | +19.6% | +17.4% | +2.1% | +13.2% |
| 6M | +8.1% | +28.0% | -19.9% | -0.8% |
| YTD | +20.4% | +11.6% | +8.8% | +15.4% |
| 1Y | +16.5% | +16.9% | -0.4% | +9.7% |
| 3Y | +66.4% | +51.6% | +14.8% | +40.1% |
| All | +73.1% | +48.0% | +25.1% | +47.7% |
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