+14.6%
CME vs WST
+47.8%
-33.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.4% |
| 7D | +0.9% | -3.1% | +4.0% | +0.8% |
| 30D | +13.2% | +9.1% | +4.1% | +13.6% |
| 3M | +16.3% | +14.7% | +1.6% | +17.1% |
| 6M | +7.1% | +28.0% | -20.9% | +8.4% |
| YTD | +15.8% | +45.6% | -29.8% | +16.0% |
| All | +14.6% | +47.8% | -33.2% | +14.6% |
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