+328.9%
CME vs WST
+441.1%
-112.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.7% |
| 7D | +0.9% | -3.1% | +4.0% | +1.3% |
| 30D | +13.2% | +9.1% | +4.1% | +11.8% |
| 3M | +16.3% | +14.7% | +1.6% | +14.1% |
| 6M | +7.1% | +28.0% | -20.9% | +3.4% |
| YTD | +15.8% | +45.6% | -29.8% | +9.3% |
| 1Y | +17.1% | +45.7% | -28.6% | +10.4% |
| 3Y | +63.2% | +21.1% | +42.1% | +51.4% |
| 5Y | +70.2% | +0.3% | +69.9% | +62.6% |
| All | +328.9% | +441.1% | -112.3% | +162.5% |
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