+288.0%
CME vs W
+228.8%
+59.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.7% | +5.2% | +1.6% |
| 7D | +1.7% | +1.1% | +0.6% | +1.6% |
| 30D | +10.2% | +6.4% | +3.8% | +9.8% |
| 3M | +17.8% | +9.0% | +8.8% | +17.2% |
| 6M | +11.0% | +69.8% | -58.8% | +7.9% |
| YTD | +17.0% | +12.1% | +5.0% | +15.5% |
| 1Y | +15.8% | 0.0% | +15.8% | +14.8% |
| 3Y | +61.8% | +160.3% | -98.6% | +47.8% |
| 5Y | +72.5% | -53.3% | +125.8% | +69.7% |
| 10Y | +288.0% | +217.0% | +71.0% | +174.7% |
| All | +288.0% | +228.8% | +59.2% | +174.7% |
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