+50.3%
CF vs WAB
+46.1%
+4.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.8% |
| 7D | +10.4% | +3.1% | +7.2% | +11.6% |
| 30D | +7.6% | +6.4% | +1.1% | +10.1% |
| 3M | +5.2% | +2.2% | +3.0% | +6.6% |
| 6M | -0.1% | +13.7% | -13.8% | +4.7% |
| YTD | +61.7% | +43.0% | +18.7% | +67.0% |
| 1Y | +50.3% | +47.0% | +3.4% | +52.9% |
| All | +50.3% | +46.1% | +4.2% | +52.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling