+15.6%
CME vs WETO
-99.4%
+115.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.1% | -7.3% | -0.2% |
| 7D | -2.4% | -19.9% | +17.5% | -2.5% |
| 30D | +6.2% | -42.7% | +48.9% | +7.2% |
| 3M | +4.4% | -97.7% | +102.1% | +2.4% |
| 6M | -9.6% | -94.4% | +84.8% | -10.9% |
| YTD | +3.8% | -97.0% | +100.8% | +1.8% |
| 1Y | +9.5% | -98.9% | +108.4% | +6.8% |
| All | +15.6% | -99.4% | +115.0% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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