+79.1%
CME vs WWD
+198.3%
-119.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.3% | -0.3% |
| 7D | -1.6% | +1.3% | -2.9% | -1.7% |
| 30D | +6.2% | -7.2% | +13.4% | +6.7% |
| 3M | +10.4% | -3.8% | +14.3% | +10.2% |
| 6M | -9.5% | -9.9% | +0.4% | -9.4% |
| YTD | +6.0% | +14.8% | -8.8% | +3.3% |
| 1Y | +9.3% | +42.1% | -32.8% | +3.8% |
| 3Y | +57.7% | +170.8% | -113.1% | +34.1% |
| All | +79.1% | +198.3% | -119.2% | +46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling