+336.3%
WBD vs CME
+848.9%
-512.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.1% | +246.9% | -229.8% | -14.0% |
| 7D | +17.1% | +246.9% | -229.8% | -14.0% |
| 30D | +17.1% | +246.9% | -229.8% | -14.0% |
| 3M | +17.1% | +246.9% | -229.8% | -14.0% |
| 6M | +17.1% | +246.9% | -229.8% | -14.0% |
| YTD | +17.1% | +246.9% | -229.8% | -14.0% |
| 1Y | +17.1% | +246.9% | -229.8% | -14.0% |
| 3Y | +17.1% | +246.9% | -229.8% | -14.0% |
| 5Y | +17.1% | +246.9% | -229.8% | -14.0% |
| 10Y | +11.8% | +281.3% | -269.5% | -20.7% |
| All | +336.3% | +848.9% | -512.6% | +114.8% |
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