+280.6%
CME vs WAB
+282.7%
-2.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.5% |
| 7D | -0.6% | +0.2% | -0.9% | -0.7% |
| 30D | +4.7% | -4.6% | +9.2% | +5.7% |
| 3M | +7.8% | +5.6% | +2.2% | +6.2% |
| 6M | -11.0% | +13.8% | -24.8% | -14.1% |
| YTD | +4.0% | +31.9% | -27.8% | -3.2% |
| 1Y | +9.1% | +48.3% | -39.1% | -1.4% |
| 3Y | +52.3% | +167.1% | -114.9% | +14.7% |
| 5Y | +76.1% | +222.9% | -146.8% | +23.5% |
| 10Y | +280.6% | +289.9% | -9.3% | +116.8% |
| All | +280.6% | +282.7% | -2.1% | +116.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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