+10.1%
CME vs W
+11.1%
-1.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.0% |
| 7D | -2.9% | +6.5% | -9.4% | -2.4% |
| 30D | +5.5% | -6.2% | +11.7% | +5.1% |
| 3M | +11.0% | +48.9% | -37.9% | +14.7% |
| 6M | -9.7% | +31.2% | -40.9% | -6.7% |
| YTD | +4.9% | -0.4% | +5.3% | +7.3% |
| 1Y | +10.1% | +14.8% | -4.7% | +15.7% |
| All | +10.1% | +11.1% | -1.0% | +15.7% |
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 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