+53.5%
CME vs WU
-27.2%
+80.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -1.1% |
| 7D | -2.9% | -0.8% | -2.0% | -2.9% |
| 30D | +5.5% | -1.1% | +6.7% | +5.5% |
| 3M | +11.0% | -1.8% | +12.8% | +11.1% |
| 6M | -9.7% | -23.9% | +14.2% | -9.8% |
| YTD | +4.9% | -20.4% | +25.3% | +4.7% |
| 1Y | +10.1% | -10.6% | +20.7% | +9.7% |
| 3Y | +53.5% | -27.7% | +81.3% | +54.4% |
| All | +53.5% | -27.2% | +80.7% | +54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 3y: compounded portfolio wealth divided by compounded WU 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…
3y analysis · Full analysis span regression · 6 months rolling