+6,380.8%
WDC vs CME
+8,256.4%
-1,875.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.8% |
| 7D | -16.7% | +1.7% | -18.4% | -17.3% |
| 30D | -27.2% | +10.2% | -37.4% | -30.3% |
| 3M | -34.0% | +17.8% | -51.8% | -38.6% |
| 6M | -39.7% | +11.0% | -50.7% | -43.5% |
| YTD | +68.1% | +17.0% | +51.0% | +52.6% |
| 1Y | +66.3% | +15.8% | +50.5% | +51.2% |
| 3Y | +754.4% | +61.8% | +692.6% | +555.2% |
| 5Y | +595.8% | +72.5% | +523.3% | +413.8% |
| 10Y | +660.4% | +288.0% | +372.4% | +295.0% |
| All | +6,380.8% | +8,256.4% | -1,875.6% | +511.5% |
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