+6,393.8%
WDC vs CME
+8,132.9%
-1,739.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.4% | +10.3% | +10.0% |
| 7D | -14.4% | -0.6% | -13.9% | -14.3% |
| 30D | -27.1% | +8.5% | -35.6% | -29.8% |
| 3M | -33.3% | +16.0% | -49.3% | -37.5% |
| 6M | -39.6% | +9.3% | -48.9% | -43.0% |
| YTD | +68.4% | +15.3% | +53.1% | +53.8% |
| 1Y | +78.2% | +14.4% | +63.7% | +62.8% |
| 3Y | +772.0% | +59.9% | +712.1% | +571.6% |
| 5Y | +584.9% | +69.4% | +515.5% | +409.4% |
| 10Y | +653.4% | +299.5% | +353.9% | +286.4% |
| All | +6,393.8% | +8,132.9% | -1,739.1% | +516.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling