+15.8%
CME vs WM
+20.3%
-4.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | +1.7% | +1.2% | +0.5% | +1.2% |
| 30D | +10.2% | +13.7% | -3.5% | +5.0% |
| 3M | +17.8% | +5.2% | +12.6% | +15.4% |
| 6M | +11.0% | +11.2% | -0.2% | +6.6% |
| YTD | +17.0% | +9.4% | +7.6% | +13.5% |
| 1Y | +15.8% | +20.4% | -4.6% | +11.4% |
| All | +15.8% | +20.3% | -4.5% | +11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling