+471.5%
CF vs WAB
+266.7%
+204.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +1.0% | +0.5% |
| 7D | +4.8% | +5.1% | -0.3% | +2.4% |
| 30D | +4.7% | +4.0% | +0.7% | +2.2% |
| 3M | +7.4% | +0.1% | +7.3% | +6.4% |
| 6M | +0.6% | +12.8% | -12.2% | -6.6% |
| YTD | +64.1% | +40.1% | +24.0% | +34.5% |
| 1Y | +51.4% | +46.4% | +5.0% | +21.2% |
| 3Y | +67.8% | +167.4% | -99.6% | -5.8% |
| 5Y | +114.1% | +215.0% | -100.9% | +6.2% |
| All | +471.5% | +266.7% | +204.8% | +115.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 10y: compounded portfolio wealth divided by compounded WAB 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…
10y analysis · Full analysis span regression · 6 months rolling