+9.3%
CME vs WST
+37.6%
-28.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.3% |
| 7D | -1.6% | +0.7% | -2.3% | -1.5% |
| 30D | +6.2% | -3.1% | +9.4% | +6.1% |
| 3M | +10.4% | +7.2% | +3.2% | +10.7% |
| 6M | -9.5% | +36.8% | -46.3% | -8.5% |
| YTD | +6.0% | +23.8% | -17.8% | +6.3% |
| 1Y | +9.3% | +37.8% | -28.5% | +11.0% |
| All | +9.3% | +37.6% | -28.3% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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