+513.8%
CME vs WU
-19.6%
+533.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.1% |
| 7D | -1.6% | -0.8% | -0.7% | -1.4% |
| 30D | +6.2% | -1.1% | +7.3% | +6.5% |
| 3M | +10.4% | -3.9% | +14.3% | +10.0% |
| 6M | -9.5% | -20.7% | +11.1% | -4.0% |
| YTD | +6.0% | -18.4% | +24.4% | +10.8% |
| 1Y | +9.3% | -8.1% | +17.3% | +8.4% |
| 3Y | +57.7% | -24.2% | +81.8% | +62.2% |
| 5Y | +77.7% | -50.4% | +128.1% | +109.3% |
| 10Y | +281.2% | -40.0% | +321.3% | +291.3% |
| All | +513.8% | -19.6% | +533.4% | +393.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling