+6,781.2%
CME vs WCN
+2,437.6%
+4,343.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.4% |
| 7D | -1.6% | -0.6% | -0.9% | -1.2% |
| 30D | +6.2% | +0.4% | +5.8% | +5.9% |
| 3M | +10.4% | +7.3% | +3.1% | +5.5% |
| 6M | -9.5% | -2.5% | -7.0% | -9.0% |
| YTD | +6.0% | -5.4% | +11.4% | +7.9% |
| 1Y | +9.3% | -8.5% | +17.7% | +13.0% |
| 3Y | +57.7% | +20.8% | +36.9% | +35.8% |
| 5Y | +77.7% | +30.0% | +47.7% | +43.8% |
| 10Y | +281.2% | +238.4% | +42.8% | +71.7% |
| All | +6,781.2% | +2,437.6% | +4,343.5% | +1,034.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling