+1,309.1%
WDC vs CME
+280.6%
+1,028.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.3% |
| 7D | +7.5% | -0.6% | +8.1% | +7.7% |
| 30D | +10.1% | +4.7% | +5.4% | +8.3% |
| 3M | -6.8% | +7.8% | -14.6% | -10.0% |
| 6M | +84.1% | -11.0% | +95.1% | +90.1% |
| YTD | +180.3% | +4.0% | +176.2% | +168.8% |
| 1Y | +411.1% | +9.1% | +402.0% | +376.6% |
| 3Y | +1,375.0% | +52.3% | +1,322.7% | +1,021.8% |
| 5Y | +991.6% | +76.1% | +915.5% | +651.8% |
| 10Y | +1,309.1% | +280.6% | +1,028.5% | +766.3% |
| All | +1,309.1% | +280.6% | +1,028.5% | +766.3% |
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