+7,715.0%
CME vs WSM
+2,867.1%
+4,847.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.4% |
| 7D | +3.9% | 0.0% | +4.0% | +3.9% |
| 30D | +11.3% | +5.1% | +6.2% | +9.9% |
| 3M | +19.6% | +5.1% | +14.4% | +17.9% |
| 6M | +8.1% | +48.6% | -40.5% | -2.4% |
| YTD | +20.4% | +44.2% | -23.8% | +8.6% |
| 1Y | +16.5% | +38.1% | -21.6% | +6.1% |
| 3Y | +66.4% | +257.2% | -190.8% | +9.1% |
| 5Y | +74.5% | +165.1% | -90.6% | +17.2% |
| 10Y | +308.5% | +1,123.6% | -815.1% | +46.1% |
| All | +7,715.0% | +2,867.1% | +4,847.9% | +1,407.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling