+284.1%
CME vs WM
+306.5%
-22.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +1.0% | +0.5% |
| 7D | -1.6% | -0.3% | -1.3% | -1.4% |
| 30D | +6.2% | -2.4% | +8.6% | +7.7% |
| 3M | +10.4% | +0.4% | +10.0% | +9.8% |
| 6M | -9.5% | -9.5% | 0.0% | -4.5% |
| YTD | +6.0% | +0.5% | +5.5% | +4.9% |
| 1Y | +9.3% | -1.1% | +10.4% | +8.8% |
| 3Y | +57.7% | +46.0% | +11.6% | +18.9% |
| 5Y | +77.7% | +51.8% | +25.9% | +27.0% |
| All | +284.1% | +306.5% | -22.4% | +59.2% |
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