+9.3%
CME vs W
+25.7%
-16.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.8% | -0.1% |
| 7D | -1.6% | -4.2% | +2.6% | -1.9% |
| 30D | +6.2% | -7.6% | +13.8% | +5.7% |
| 3M | +10.4% | +37.2% | -26.7% | +13.6% |
| 6M | -9.5% | +26.3% | -35.9% | -6.6% |
| YTD | +6.0% | -1.0% | +7.0% | +8.4% |
| 1Y | +9.3% | +20.1% | -10.8% | +14.5% |
| All | +9.3% | +25.7% | -16.4% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 1y: compounded portfolio wealth divided by compounded W 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…
1y analysis · Full analysis span regression · 6 months rolling