+303.4%
CME vs WAB
+266.7%
+36.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.0% |
| 7D | +3.9% | +5.1% | -1.1% | +2.8% |
| 30D | +11.3% | +4.0% | +7.3% | +10.2% |
| 3M | +19.6% | +0.1% | +19.5% | +19.3% |
| 6M | +8.1% | +12.8% | -4.7% | +4.7% |
| YTD | +20.4% | +40.1% | -19.7% | +10.5% |
| 1Y | +16.5% | +46.4% | -29.9% | +5.8% |
| 3Y | +66.4% | +167.4% | -100.9% | +26.1% |
| 5Y | +74.5% | +215.0% | -140.6% | +24.0% |
| All | +303.4% | +266.7% | +36.7% | +137.5% |
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