+6,781.2%
CME vs WEC
+1,740.5%
+5,040.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | +0.1% |
| 7D | -1.6% | -0.3% | -1.3% | -1.4% |
| 30D | +6.2% | -1.3% | +7.5% | +6.9% |
| 3M | +10.4% | -3.9% | +14.3% | +12.4% |
| 6M | -9.5% | -8.3% | -1.2% | -6.0% |
| YTD | +6.0% | +3.1% | +3.0% | +4.1% |
| 1Y | +9.3% | +1.9% | +7.3% | +7.7% |
| 3Y | +57.7% | +41.9% | +15.7% | +30.8% |
| 5Y | +77.7% | +30.8% | +46.9% | +50.3% |
| 10Y | +281.2% | +141.9% | +139.3% | +115.3% |
| All | +6,781.2% | +1,740.5% | +5,040.7% | +1,002.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling