+53.5%
CME vs WSM
+239.4%
-185.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | -2.9% | +2.6% | -5.4% | -2.7% |
| 30D | +5.5% | -9.5% | +15.0% | +4.8% |
| 3M | +11.0% | +12.9% | -1.9% | +11.9% |
| 6M | -9.7% | +23.0% | -32.7% | -8.3% |
| YTD | +4.9% | +28.9% | -24.1% | +6.8% |
| 1Y | +10.1% | +13.7% | -3.6% | +11.5% |
| 3Y | +53.5% | +232.6% | -179.1% | +59.4% |
| All | +53.5% | +239.4% | -185.9% | +59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 3y: compounded portfolio wealth divided by compounded WSM 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…
3y analysis · Full analysis span regression · 6 months rolling