+305.8%
CME vs WST
+452.9%
-147.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | +2.5% | +1.1% | +1.4% | +2.3% |
| 30D | +13.9% | +12.4% | +1.6% | +12.1% |
| 3M | +22.4% | +17.6% | +4.8% | +19.6% |
| 6M | +12.9% | +28.3% | -15.4% | +8.9% |
| YTD | +19.6% | +50.5% | -30.9% | +12.4% |
| 1Y | +17.7% | +49.4% | -31.7% | +10.6% |
| 3Y | +65.3% | +21.9% | +43.4% | +53.8% |
| 5Y | +75.1% | +0.4% | +74.8% | +68.1% |
| 10Y | +305.8% | +451.5% | -145.7% | +142.7% |
| All | +305.8% | +452.9% | -147.1% | +142.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling