+7,418.1%
CME vs WST
+9,375.9%
-1,957.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -1.0% |
| 7D | +0.9% | -3.1% | +4.0% | +1.8% |
| 30D | +13.2% | +9.1% | +4.1% | +10.4% |
| 3M | +16.3% | +14.7% | +1.6% | +11.7% |
| 6M | +7.1% | +28.0% | -20.9% | -0.6% |
| YTD | +15.8% | +45.6% | -29.8% | +2.6% |
| 1Y | +17.1% | +45.7% | -28.6% | +3.5% |
| 3Y | +63.2% | +21.1% | +42.1% | +38.7% |
| 5Y | +70.2% | +0.3% | +69.9% | +48.7% |
| 10Y | +337.0% | +449.0% | -112.0% | +79.3% |
| All | +7,418.1% | +9,375.9% | -1,957.8% | +1,188.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling