+55.0%
CME vs WWD
+170.0%
-115.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.3% | -0.3% |
| 7D | -1.6% | +1.3% | -2.9% | -1.6% |
| 30D | +6.2% | -7.2% | +13.4% | +6.2% |
| 3M | +10.4% | -3.8% | +14.3% | +10.0% |
| 6M | -9.5% | -9.9% | +0.4% | -9.7% |
| YTD | +6.0% | +14.8% | -8.8% | +4.6% |
| 1Y | +9.3% | +42.1% | -32.8% | +6.7% |
| All | +55.0% | +170.0% | -115.0% | +36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling