+10,372.2%
WDC vs CME
+7,469.3%
+2,902.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.3% | +6.1% | +6.0% |
| 7D | +1.7% | -1.6% | +3.3% | +2.3% |
| 30D | -10.0% | +6.2% | -16.2% | -12.1% |
| 3M | -18.8% | +10.4% | -29.2% | -22.9% |
| 6M | +79.0% | -9.5% | +88.6% | +82.6% |
| YTD | +171.6% | +6.0% | +165.5% | +158.0% |
| 1Y | +417.4% | +9.3% | +408.1% | +382.4% |
| 3Y | +1,251.8% | +57.7% | +1,194.1% | +948.5% |
| 5Y | +911.7% | +77.7% | +834.0% | +638.4% |
| 10Y | +1,399.6% | +281.2% | +1,118.4% | +686.3% |
| All | +10,372.2% | +7,469.3% | +2,902.9% | +933.9% |
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