+7,384.4%
CME vs WEC
+1,935.2%
+5,449.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.6% | -1.0% |
| 7D | -0.6% | +0.2% | -0.8% | -0.7% |
| 30D | +8.5% | +12.9% | -4.4% | +2.4% |
| 3M | +16.0% | +9.8% | +6.2% | +10.8% |
| 6M | +9.3% | +6.7% | +2.6% | +5.7% |
| YTD | +15.3% | +14.0% | +1.3% | +7.8% |
| 1Y | +14.4% | +7.3% | +7.1% | +10.0% |
| 3Y | +59.9% | +63.8% | -3.9% | +24.1% |
| 5Y | +69.4% | +54.8% | +14.7% | +32.1% |
| 10Y | +299.5% | +185.7% | +113.8% | +107.4% |
| All | +7,384.4% | +1,935.2% | +5,449.2% | +1,041.7% |
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