+516.0%
CME vs W
+210.4%
+305.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.4% |
| 7D | +0.9% | -3.6% | +4.5% | +1.0% |
| 30D | +13.2% | +7.0% | +6.2% | +12.8% |
| 3M | +16.3% | +7.4% | +8.9% | +15.8% |
| 6M | +7.1% | +69.3% | -62.2% | +4.2% |
| YTD | +15.8% | +11.3% | +4.5% | +14.3% |
| 1Y | +17.1% | +13.2% | +3.9% | +15.3% |
| 3Y | +63.2% | +142.0% | -78.9% | +50.3% |
| 5Y | +70.2% | -54.6% | +124.8% | +66.5% |
| 10Y | +337.0% | +243.7% | +93.3% | +231.4% |
| All | +516.0% | +210.4% | +305.6% | +356.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling