+6,781.2%
CME vs WY
+194.0%
+6,587.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.6% |
| 7D | -1.6% | -1.7% | +0.1% | -0.9% |
| 30D | +6.2% | -10.1% | +16.3% | +10.9% |
| 3M | +10.4% | -5.1% | +15.6% | +12.1% |
| 6M | -9.5% | -4.8% | -4.8% | -8.8% |
| YTD | +6.0% | -0.2% | +6.3% | +4.3% |
| 1Y | +9.3% | -6.6% | +15.9% | +10.1% |
| 3Y | +57.7% | -22.7% | +80.4% | +65.8% |
| 5Y | +77.7% | -22.2% | +99.9% | +79.5% |
| 10Y | +281.2% | +7.3% | +273.9% | +188.2% |
| All | +6,781.2% | +194.0% | +6,587.1% | +2,583.7% |
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