+73.0%
CF vs WAB
+153.4%
-80.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.7% | -4.0% | -3.3% |
| 7D | +6.0% | -3.2% | +9.2% | +6.3% |
| 30D | +14.8% | -4.4% | +19.3% | +15.3% |
| 3M | +14.1% | +7.9% | +6.2% | +12.9% |
| 6M | +28.5% | +8.7% | +19.8% | +27.1% |
| YTD | +74.9% | +33.0% | +42.0% | +63.8% |
| 1Y | +61.7% | +46.7% | +15.0% | +47.2% |
| All | +73.0% | +153.4% | -80.4% | +26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling