+50.7%
CF vs WAB
+47.8%
+3.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.8% | +0.8% | +3.2% |
| 7D | +4.8% | +4.0% | +0.7% | +6.3% |
| 30D | +9.7% | +6.3% | +3.4% | +12.3% |
| 3M | +1.2% | +3.3% | -2.0% | +3.0% |
| 6M | +7.4% | +14.5% | -7.1% | +12.9% |
| YTD | +60.5% | +42.7% | +17.9% | +66.3% |
| 1Y | +50.7% | +45.2% | +5.6% | +54.5% |
| All | +50.7% | +47.8% | +3.0% | +54.5% |
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