+7,384.4%
CME vs WAB
+4,471.7%
+2,912.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.1% | -5.6% | -2.4% |
| 7D | -0.6% | +4.0% | -4.5% | -2.2% |
| 30D | +8.5% | +4.5% | +4.1% | +6.4% |
| 3M | +16.0% | +2.3% | +13.7% | +14.5% |
| 6M | +9.3% | +12.5% | -3.1% | +3.3% |
| YTD | +15.3% | +40.2% | -24.9% | -0.6% |
| 1Y | +14.4% | +45.2% | -30.8% | -2.9% |
| 3Y | +59.9% | +171.8% | -111.9% | +1.7% |
| 5Y | +69.4% | +217.6% | -148.2% | -1.8% |
| 10Y | +299.5% | +285.3% | +14.2% | +88.3% |
| All | +7,384.4% | +4,471.7% | +2,912.7% | +1,160.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling