+79.1%
CME vs WST
-25.7%
+104.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | -1.6% | +0.7% | -2.3% | -1.6% |
| 30D | +6.2% | -3.1% | +9.4% | +6.4% |
| 3M | +10.4% | +7.2% | +3.2% | +9.8% |
| 6M | -9.5% | +36.8% | -46.3% | -11.8% |
| YTD | +6.0% | +23.8% | -17.8% | +4.1% |
| 1Y | +9.3% | +37.8% | -28.5% | +6.1% |
| 3Y | +57.7% | -15.9% | +73.6% | +59.6% |
| All | +79.1% | -25.7% | +104.8% | +86.6% |
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 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