+288.0%
CME vs WWD
+460.9%
-172.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.4% |
| 7D | +1.7% | +0.4% | +1.2% | +1.5% |
| 30D | +10.2% | -0.4% | +10.6% | +10.0% |
| 3M | +17.8% | -6.1% | +23.9% | +18.9% |
| 6M | +11.0% | -9.5% | +20.5% | +12.0% |
| YTD | +17.0% | +10.8% | +6.2% | +11.2% |
| 1Y | +15.8% | +23.5% | -7.7% | +6.7% |
| 3Y | +61.8% | +151.3% | -89.5% | +19.2% |
| 5Y | +72.5% | +187.8% | -115.3% | +18.9% |
| 10Y | +288.0% | +461.1% | -173.1% | +107.5% |
| All | +288.0% | +460.9% | -172.9% | +107.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 10y: compounded portfolio wealth divided by compounded WWD 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…
10y analysis · Full analysis span regression · 6 months rolling