+19.6%
CME vs WST
+47.3%
-27.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +0.9% | +1.4% |
| 7D | +4.8% | +1.3% | +3.6% | +4.9% |
| 30D | +14.2% | +8.5% | +5.7% | +14.6% |
| 3M | +17.9% | +17.2% | +0.7% | +19.0% |
| 6M | +7.2% | +36.3% | -29.0% | +9.0% |
| YTD | +16.7% | +48.9% | -32.2% | +17.4% |
| 1Y | +19.6% | +42.9% | -23.3% | +19.3% |
| All | +19.6% | +47.3% | -27.7% | +19.3% |
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