+7,418.1%
CME vs WEC
+1,913.0%
+5,505.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.6% | +0.5% |
| 7D | +0.9% | -0.2% | +1.1% | +1.0% |
| 30D | +13.2% | +12.3% | +0.9% | +7.1% |
| 3M | +16.3% | +8.3% | +8.0% | +11.8% |
| 6M | +7.1% | +3.5% | +3.7% | +5.1% |
| YTD | +15.8% | +12.7% | +3.1% | +8.9% |
| 1Y | +17.1% | +8.2% | +8.9% | +12.2% |
| 3Y | +63.2% | +55.9% | +7.3% | +29.6% |
| 5Y | +70.2% | +51.2% | +19.0% | +34.2% |
| 10Y | +337.0% | +177.6% | +159.4% | +130.0% |
| All | +7,418.1% | +1,913.0% | +5,505.1% | +1,052.9% |
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 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