+642.9%
WDC vs CME
+308.7%
+334.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.8% | -5.8% | -5.3% |
| 7D | +12.1% | +3.9% | +8.1% | +10.7% |
| 30D | -18.8% | +11.3% | -30.1% | -22.0% |
| 3M | -39.3% | +19.6% | -58.9% | -43.3% |
| 6M | -40.1% | +8.1% | -48.2% | -42.4% |
| YTD | +71.8% | +20.4% | +51.4% | +55.8% |
| 1Y | +88.5% | +16.5% | +72.0% | +73.1% |
| 3Y | +770.0% | +66.4% | +703.5% | +543.7% |
| 5Y | +549.0% | +74.5% | +474.6% | +359.5% |
| All | +642.9% | +308.7% | +334.1% | +277.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling