+6,781.2%
CME vs WSM
+2,548.1%
+4,233.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.8% |
| 7D | -1.6% | -3.3% | +1.7% | -0.8% |
| 30D | +6.2% | -8.4% | +14.6% | +8.3% |
| 3M | +10.4% | +9.7% | +0.8% | +7.5% |
| 6M | -9.5% | +16.7% | -26.2% | -13.7% |
| YTD | +6.0% | +28.7% | -22.7% | -1.6% |
| 1Y | +9.3% | +13.7% | -4.4% | +4.0% |
| 3Y | +57.7% | +230.1% | -172.4% | +4.9% |
| 5Y | +77.7% | +179.0% | -101.3% | +16.7% |
| 10Y | +281.2% | +1,002.5% | -721.3% | +39.7% |
| All | +6,781.2% | +2,548.1% | +4,233.1% | +1,266.1% |
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