+17.2%
CME vs WEC
+8.3%
+8.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +2.7% | -0.7% | +3.4% | +2.9% |
| 30D | +13.5% | +11.0% | +2.5% | +9.6% |
| 3M | +20.9% | +8.6% | +12.3% | +17.6% |
| 6M | +11.5% | +6.2% | +5.3% | +9.1% |
| YTD | +19.5% | +14.3% | +5.2% | +14.4% |
| 1Y | +17.2% | +8.4% | +8.9% | +15.9% |
| All | +17.2% | +8.3% | +8.9% | +15.9% |
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