+772.0%
WDC vs CME
+62.0%
+710.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.4% | +10.3% | +9.6% |
| 7D | -14.4% | -0.6% | -13.9% | -14.7% |
| 30D | -27.1% | +8.5% | -35.6% | -23.1% |
| 3M | -33.3% | +16.0% | -49.3% | -27.1% |
| 6M | -39.6% | +9.3% | -48.9% | -34.3% |
| YTD | +68.4% | +15.3% | +53.1% | +87.7% |
| 1Y | +78.2% | +14.4% | +63.7% | +98.3% |
| 3Y | +772.0% | +59.9% | +712.1% | +1,010.7% |
| All | +772.0% | +62.0% | +710.0% | +1,010.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling