+293.4%
WBD vs CME
+865.3%
-571.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | -1.7% | -0.6% | -1.0% | -1.5% |
| 30D | +3.9% | +4.7% | -0.8% | +2.3% |
| 3M | +5.1% | +7.8% | -2.8% | +2.1% |
| 6M | +0.6% | -11.0% | +11.6% | +3.7% |
| YTD | -3.2% | +4.0% | -7.2% | -5.4% |
| 1Y | +127.7% | +9.1% | +118.5% | +118.6% |
| 3Y | +146.6% | +52.3% | +94.3% | +107.4% |
| 5Y | +4.2% | +76.1% | -71.9% | -17.2% |
| 10Y | +13.7% | +280.6% | -266.9% | -33.4% |
| All | +293.4% | +865.3% | -571.9% | +58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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