+568.0%
CF vs WAB
+287.6%
+280.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | -0.1% |
| 7D | -3.2% | +1.4% | -4.6% | -4.2% |
| 30D | +4.3% | +0.4% | +3.9% | +3.5% |
| 3M | +2.8% | -3.8% | +6.6% | +3.7% |
| 6M | +0.6% | +5.1% | -4.5% | -3.5% |
| YTD | +56.6% | +33.3% | +23.3% | +31.1% |
| 1Y | +49.6% | +39.8% | +9.8% | +22.0% |
| 3Y | +61.5% | +161.1% | -99.6% | -8.9% |
| 5Y | +124.0% | +209.5% | -85.5% | +11.0% |
| All | +568.0% | +287.6% | +280.3% | +138.9% |
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