+471.5%
CF vs WAB
+282.9%
+188.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | +10.4% | +3.1% | +7.2% | +8.5% |
| 30D | +7.6% | +6.4% | +1.1% | +3.9% |
| 3M | +5.2% | +2.2% | +3.0% | +3.2% |
| 6M | -0.1% | +13.7% | -13.8% | -7.5% |
| YTD | +61.7% | +43.0% | +18.7% | +31.3% |
| 1Y | +50.3% | +47.0% | +3.4% | +20.2% |
| 3Y | +66.0% | +174.4% | -108.4% | -7.9% |
| 5Y | +114.5% | +222.2% | -107.7% | +5.3% |
| 10Y | +471.5% | +276.9% | +194.6% | +112.9% |
| All | +471.5% | +282.9% | +188.6% | +112.9% |
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