+9.1%
CME vs WAB
+47.7%
-38.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.9% |
| 7D | -0.6% | +0.2% | -0.9% | -0.6% |
| 30D | +4.7% | -4.6% | +9.2% | +4.4% |
| 3M | +7.8% | +5.6% | +2.2% | +8.2% |
| 6M | -11.0% | +13.8% | -24.8% | -10.0% |
| YTD | +4.0% | +31.9% | -27.8% | +6.2% |
| 1Y | +9.1% | +48.3% | -39.1% | +12.0% |
| All | +9.1% | +47.7% | -38.6% | +12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling