+487.0%
CF vs WAB
+305.5%
+181.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.1% | -5.2% | -2.4% |
| 7D | -0.9% | +4.0% | -4.8% | -3.0% |
| 30D | +6.9% | +4.5% | +2.5% | +4.2% |
| 3M | +4.8% | +2.3% | +2.6% | +2.8% |
| 6M | +4.7% | +12.5% | -7.8% | -2.7% |
| YTD | +56.5% | +40.2% | +16.3% | +28.2% |
| 1Y | +48.4% | +45.2% | +3.2% | +19.2% |
| 3Y | +59.1% | +171.8% | -112.7% | -11.5% |
| 5Y | +109.5% | +217.6% | -108.1% | +3.3% |
| 10Y | +487.0% | +285.3% | +201.6% | +119.1% |
| All | +487.0% | +305.5% | +181.5% | +119.1% |
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