+7,451.3%
CME vs WM
+1,700.2%
+5,751.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -1.1% |
| 7D | +3.7% | +4.5% | -0.8% | +0.9% |
| 30D | +13.7% | +16.1% | -2.3% | +3.6% |
| 3M | +16.6% | +8.0% | +8.5% | +10.8% |
| 6M | +8.2% | +8.4% | -0.2% | +2.3% |
| YTD | +16.3% | +11.2% | +5.1% | +7.9% |
| 1Y | +19.1% | +22.3% | -3.2% | +3.9% |
| 3Y | +67.4% | +50.2% | +17.1% | +25.1% |
| 5Y | +71.0% | +63.3% | +7.7% | +18.5% |
| 10Y | +338.9% | +355.0% | -16.1% | +55.8% |
| All | +7,451.3% | +1,700.2% | +5,751.1% | +1,142.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling