+73.1%
CME vs WST
+1.0%
+72.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.5% | +0.7% |
| 7D | +3.9% | +4.2% | -0.3% | +3.7% |
| 30D | +11.3% | +11.2% | +0.1% | +10.5% |
| 3M | +19.6% | +20.4% | -0.8% | +18.1% |
| 6M | +8.1% | +37.9% | -29.8% | +5.7% |
| YTD | +20.4% | +51.8% | -31.4% | +16.6% |
| 1Y | +16.5% | +56.6% | -40.1% | +12.5% |
| 3Y | +66.4% | +24.2% | +42.2% | +60.5% |
| All | +73.1% | +1.0% | +72.1% | +78.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling