+303.4%
CME vs WM
+330.8%
-27.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | +3.9% | +3.2% | +0.7% | +2.0% |
| 30D | +11.3% | +13.0% | -1.7% | +3.5% |
| 3M | +19.6% | +9.2% | +10.3% | +13.3% |
| 6M | +8.1% | +13.6% | -5.6% | -0.3% |
| YTD | +20.4% | +12.4% | +8.0% | +11.3% |
| 1Y | +16.5% | +21.2% | -4.7% | +2.7% |
| 3Y | +66.4% | +48.7% | +17.8% | +25.1% |
| 5Y | +74.5% | +61.9% | +12.6% | +20.8% |
| All | +303.4% | +330.8% | -27.4% | +62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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