+53.5%
CME vs WAB
+168.6%
-115.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.6% | -1.1% |
| 7D | -2.9% | +1.7% | -4.5% | -2.8% |
| 30D | +5.5% | -2.4% | +7.9% | +5.4% |
| 3M | +11.0% | +9.7% | +1.3% | +11.5% |
| 6M | -9.7% | +16.5% | -26.2% | -8.9% |
| YTD | +4.9% | +33.7% | -28.9% | +6.6% |
| 1Y | +10.1% | +49.7% | -39.6% | +12.5% |
| 3Y | +53.5% | +170.9% | -117.4% | +53.6% |
| All | +53.5% | +168.6% | -115.1% | +53.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling