+300.3%
CME vs W
+211.1%
+89.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | 0.0% |
| 7D | +2.7% | -1.7% | +4.4% | +2.7% |
| 30D | +13.5% | +3.2% | +10.2% | +13.3% |
| 3M | +20.9% | +8.3% | +12.6% | +20.4% |
| 6M | +11.5% | +84.3% | -72.8% | +8.0% |
| YTD | +19.5% | +11.0% | +8.4% | +17.9% |
| 1Y | +17.2% | -0.2% | +17.4% | +16.2% |
| 3Y | +65.1% | +157.9% | -92.8% | +51.0% |
| 5Y | +73.1% | -56.8% | +129.9% | +71.5% |
| All | +300.3% | +211.1% | +89.1% | +184.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling