+77.2%
CME vs W
-63.0%
+140.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.1% |
| 7D | -2.9% | +6.5% | -9.4% | -2.9% |
| 30D | +5.5% | -6.2% | +11.7% | +5.5% |
| 3M | +11.0% | +48.9% | -37.9% | +10.8% |
| 6M | -9.7% | +31.2% | -40.9% | -9.8% |
| YTD | +4.9% | -0.4% | +5.3% | +5.0% |
| 1Y | +10.1% | +14.8% | -4.7% | +10.0% |
| 3Y | +53.5% | +40.5% | +13.0% | +53.0% |
| 5Y | +77.2% | -62.1% | +139.3% | +79.2% |
| All | +77.2% | -63.0% | +140.1% | +79.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling