+992.6%
WDC vs CME
+77.1%
+915.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.2% | +2.1% |
| 7D | +6.0% | -2.9% | +8.9% | +5.8% |
| 30D | +9.9% | +5.5% | +4.4% | +10.3% |
| 3M | -9.4% | +11.0% | -20.4% | -8.5% |
| 6M | +94.7% | -9.7% | +104.4% | +98.5% |
| YTD | +177.4% | +4.9% | +172.5% | +176.9% |
| 1Y | +412.6% | +10.1% | +402.5% | +405.9% |
| 3Y | +1,359.8% | +53.5% | +1,306.3% | +1,162.2% |
| 5Y | +992.6% | +77.2% | +915.4% | +740.2% |
| All | +992.6% | +77.1% | +915.4% | +740.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling