+17.7%
CME vs WST
+49.4%
-31.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | +2.5% | +1.1% | +1.4% | +2.5% |
| 30D | +13.9% | +12.4% | +1.6% | +14.6% |
| 3M | +22.4% | +17.6% | +4.8% | +23.4% |
| 6M | +12.9% | +28.3% | -15.4% | +14.3% |
| YTD | +19.6% | +50.5% | -30.9% | +20.0% |
| 1Y | +17.7% | +49.4% | -31.7% | +17.7% |
| All | +17.7% | +49.4% | -31.8% | +17.7% |
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 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