+113.8%
CF vs WAB
+216.9%
-103.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.6% |
| 7D | +5.4% | +7.9% | -2.6% | +3.9% |
| 30D | +6.5% | +4.9% | +1.7% | +5.3% |
| 3M | +4.6% | +1.8% | +2.8% | +4.0% |
| 6M | -3.3% | +12.0% | -15.3% | -6.3% |
| YTD | +63.9% | +41.3% | +22.6% | +46.8% |
| 1Y | +50.4% | +43.8% | +6.6% | +33.9% |
| 3Y | +68.2% | +171.1% | -102.8% | +16.7% |
| 5Y | +113.8% | +217.7% | -103.9% | +34.9% |
| All | +113.8% | +216.9% | -103.1% | +34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling