+77.2%
CME vs WY
-21.5%
+98.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -1.0% |
| 7D | -2.9% | -2.1% | -0.8% | -2.7% |
| 30D | +5.5% | -10.5% | +16.0% | +6.5% |
| 3M | +11.0% | -4.9% | +15.8% | +11.3% |
| 6M | -9.7% | -4.9% | -4.8% | -9.5% |
| YTD | +4.9% | -1.7% | +6.5% | +4.7% |
| 1Y | +10.1% | -9.4% | +19.5% | +10.8% |
| 3Y | +53.5% | -22.3% | +75.8% | +56.4% |
| 5Y | +77.2% | -20.5% | +97.7% | +79.6% |
| All | +77.2% | -21.5% | +98.7% | +79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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