+19.6%
CME vs WEC
+9.7%
+9.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.3% | -1.0% | +0.6% |
| 7D | +4.8% | +6.9% | -2.0% | +2.5% |
| 30D | +14.2% | +16.6% | -2.4% | +8.5% |
| 3M | +17.9% | +9.1% | +8.9% | +14.5% |
| 6M | +7.2% | +3.2% | +4.1% | +5.7% |
| YTD | +16.7% | +14.9% | +1.8% | +11.4% |
| 1Y | +19.6% | +9.2% | +10.4% | +17.4% |
| All | +19.6% | +9.7% | +9.9% | +17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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