+285.1%
CME vs WST
+322.7%
-37.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | -1.6% | +0.7% | -2.3% | -1.7% |
| 30D | +6.2% | -3.1% | +9.4% | +6.7% |
| 3M | +10.4% | +7.2% | +3.2% | +9.2% |
| 6M | -9.5% | +36.8% | -46.3% | -13.8% |
| YTD | +6.0% | +23.8% | -17.8% | +2.3% |
| 1Y | +9.3% | +37.8% | -28.5% | +3.4% |
| 3Y | +57.7% | -15.9% | +73.6% | +56.9% |
| 5Y | +77.7% | -25.8% | +103.5% | +79.8% |
| All | +285.1% | +322.7% | -37.5% | +141.9% |
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