+6,781.2%
CME vs WST
+7,957.7%
-1,176.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | 0.0% |
| 7D | -1.6% | +0.7% | -2.3% | -1.8% |
| 30D | +6.2% | -3.1% | +9.4% | +7.1% |
| 3M | +10.4% | +7.2% | +3.2% | +7.9% |
| 6M | -9.5% | +36.8% | -46.3% | -18.0% |
| YTD | +6.0% | +23.8% | -17.8% | -1.6% |
| 1Y | +9.3% | +37.8% | -28.5% | -2.4% |
| 3Y | +57.7% | -15.9% | +73.6% | +50.5% |
| 5Y | +77.7% | -25.8% | +103.5% | +71.2% |
| 10Y | +281.2% | +319.6% | -38.4% | +70.9% |
| All | +6,781.2% | +7,957.7% | -1,176.5% | +1,134.9% |
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