+7,715.0%
CME vs WY
+165.8%
+7,549.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.1% |
| 7D | +3.9% | -0.8% | +4.8% | +4.3% |
| 30D | +11.3% | +10.1% | +1.2% | +6.7% |
| 3M | +19.6% | -15.4% | +34.9% | +27.4% |
| 6M | +8.1% | -8.3% | +16.4% | +10.6% |
| YTD | +20.4% | -9.8% | +30.2% | +23.0% |
| 1Y | +16.5% | -3.9% | +20.4% | +15.6% |
| 3Y | +66.4% | -23.3% | +89.8% | +74.8% |
| 5Y | +74.5% | -31.2% | +105.7% | +85.8% |
| 10Y | +308.5% | +5.5% | +302.9% | +207.9% |
| All | +7,715.0% | +165.8% | +7,549.2% | +3,065.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling