+64.8%
CF vs WAB
+175.0%
-110.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.8% | +0.8% | +2.5% |
| 7D | +4.8% | +4.0% | +0.7% | +4.6% |
| 30D | +9.7% | +6.3% | +3.4% | +9.4% |
| 3M | +1.2% | +3.3% | -2.0% | +1.2% |
| 6M | +7.4% | +14.5% | -7.1% | +6.2% |
| YTD | +60.5% | +42.7% | +17.9% | +50.4% |
| 1Y | +50.7% | +45.2% | +5.6% | +40.4% |
| 3Y | +64.8% | +173.8% | -109.0% | +16.4% |
| All | +64.8% | +175.0% | -110.2% | +16.4% |
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