+0.6%
CF vs WAB
+6.3%
-5.6%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | +1.1% |
| 7D | -3.2% | +1.4% | -4.6% | -3.2% |
| 30D | +4.3% | +0.4% | +3.9% | +4.1% |
| 3M | +2.8% | -3.8% | +6.6% | +2.7% |
| 6M | +0.6% | +5.1% | -4.5% | -0.7% |
| All | +0.6% | +6.3% | -5.6% | -0.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling