+7,384.4%
CME vs WWD
+5,556.1%
+1,828.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.9% | -5.4% | -2.1% |
| 7D | -0.6% | +4.2% | -4.7% | -2.1% |
| 30D | +8.5% | -0.8% | +9.3% | +8.3% |
| 3M | +16.0% | -8.2% | +24.2% | +18.5% |
| 6M | +9.3% | -9.8% | +19.2% | +11.0% |
| YTD | +15.3% | +10.4% | +4.9% | +7.4% |
| 1Y | +14.4% | +25.5% | -11.1% | +1.4% |
| 3Y | +59.9% | +155.8% | -95.9% | +5.4% |
| 5Y | +69.4% | +187.3% | -117.9% | +3.3% |
| 10Y | +299.5% | +462.7% | -163.2% | +69.7% |
| All | +7,384.4% | +5,556.1% | +1,828.3% | +1,399.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling