+411.1%
WDC vs CME
+9.3%
+401.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +0.4% |
| 7D | +7.5% | -0.6% | +8.1% | +6.9% |
| 30D | +10.1% | +4.7% | +5.4% | +14.5% |
| 3M | -6.8% | +7.8% | -14.6% | +1.9% |
| 6M | +84.1% | -11.0% | +95.1% | +72.4% |
| YTD | +180.3% | +4.0% | +176.2% | +209.3% |
| 1Y | +411.1% | +9.1% | +402.0% | +521.4% |
| All | +411.1% | +9.3% | +401.7% | +521.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling