+8.6%
CME vs WEC
+2.5%
+6.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.4% | -1.0% |
| 7D | -1.1% | +0.4% | -1.5% | -1.2% |
| 30D | +4.2% | +0.9% | +3.3% | +3.9% |
| 3M | +7.3% | -5.3% | +12.7% | +8.9% |
| 6M | -11.4% | -6.6% | -4.8% | -9.9% |
| YTD | +3.5% | +3.3% | +0.3% | +3.1% |
| 1Y | +8.6% | +2.1% | +6.5% | +9.8% |
| All | +8.6% | +2.5% | +6.1% | +9.8% |
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