+305.8%
CME vs WM
+332.5%
-26.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +1.0% | +1.5% |
| 7D | +2.5% | +0.8% | +1.7% | +2.0% |
| 30D | +13.9% | +13.8% | +0.1% | +5.5% |
| 3M | +22.4% | +6.4% | +16.0% | +17.7% |
| 6M | +12.9% | +13.2% | -0.3% | +4.4% |
| YTD | +19.6% | +10.8% | +8.8% | +11.5% |
| 1Y | +17.7% | +20.2% | -2.5% | +4.3% |
| 3Y | +65.3% | +46.5% | +18.9% | +25.3% |
| 5Y | +75.1% | +61.3% | +13.9% | +21.3% |
| 10Y | +305.8% | +324.8% | -19.0% | +65.0% |
| All | +305.8% | +332.5% | -26.7% | +65.0% |
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