+568.0%
CF vs WAT
+227.3%
+340.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.4% |
| 7D | -3.2% | -1.1% | -2.1% | -3.0% |
| 30D | +4.3% | +5.0% | -0.6% | +2.7% |
| 3M | +2.8% | +14.5% | -11.7% | -1.3% |
| 6M | +0.6% | +30.9% | -30.3% | -7.3% |
| YTD | +56.6% | +20.5% | +36.2% | +45.7% |
| 1Y | +49.6% | +23.3% | +26.3% | +37.9% |
| 3Y | +61.5% | +81.5% | -20.0% | +21.8% |
| 5Y | +124.0% | +33.4% | +90.6% | +84.9% |
| All | +568.0% | +227.3% | +340.7% | +255.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 10y: compounded portfolio wealth divided by compounded WAT 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…
10y analysis · Full analysis span regression · 6 months rolling