+5,294.5%
CF vs WAB
+2,290.2%
+3,004.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -5.6% | +11.8% | +9.0% |
| 7D | +0.4% | -2.5% | +2.9% | +1.2% |
| 30D | +2.2% | -4.4% | +6.6% | +3.8% |
| 3M | +2.1% | -5.9% | +8.0% | +4.3% |
| 6M | -6.5% | +5.9% | -12.5% | -11.3% |
| YTD | +55.6% | +30.9% | +24.6% | +29.6% |
| 1Y | +42.3% | +35.8% | +6.5% | +16.0% |
| 3Y | +55.7% | +154.0% | -98.3% | -12.8% |
| 5Y | +122.4% | +203.9% | -81.5% | +9.1% |
| 10Y | +568.5% | +286.7% | +281.8% | +164.4% |
| All | +5,294.5% | +2,290.2% | +3,004.4% | +846.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling