+299.5%
CME vs WM
+337.2%
-37.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.6% | -0.5% |
| 7D | -0.6% | -0.5% | -0.1% | -0.3% |
| 30D | +8.5% | +13.3% | -4.8% | +0.7% |
| 3M | +16.0% | +4.4% | +11.7% | +12.9% |
| 6M | +9.3% | +10.8% | -1.5% | +2.3% |
| YTD | +15.3% | +9.1% | +6.2% | +8.5% |
| 1Y | +14.4% | +19.1% | -4.7% | +1.9% |
| 3Y | +59.9% | +45.7% | +14.3% | +21.5% |
| 5Y | +69.4% | +60.4% | +9.0% | +17.5% |
| 10Y | +299.5% | +328.7% | -29.2% | +66.7% |
| All | +299.5% | +337.2% | -37.7% | +66.7% |
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