+5,967.0%
CF vs WAB
+2,327.8%
+3,639.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.7% | -4.0% | -3.6% |
| 7D | +6.0% | -3.2% | +9.2% | +7.7% |
| 30D | +14.8% | -4.4% | +19.3% | +17.3% |
| 3M | +14.1% | +7.9% | +6.2% | +8.5% |
| 6M | +28.5% | +8.7% | +19.8% | +19.4% |
| YTD | +74.9% | +33.0% | +42.0% | +45.8% |
| 1Y | +61.7% | +46.7% | +15.0% | +27.2% |
| 3Y | +80.3% | +153.0% | -72.7% | +1.8% |
| 5Y | +226.0% | +222.3% | +3.7% | +56.2% |
| 10Y | +569.9% | +291.0% | +278.9% | +165.3% |
| All | +5,967.0% | +2,327.8% | +3,639.2% | +965.4% |
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 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