+112.0%
CF vs WAT
+32.4%
+79.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.6% |
| 7D | -3.2% | -1.1% | -2.1% | -3.1% |
| 30D | +4.3% | +5.0% | -0.6% | +3.7% |
| 3M | +2.8% | +14.5% | -11.7% | +1.3% |
| 6M | +0.6% | +30.9% | -30.3% | -2.4% |
| YTD | +56.6% | +20.5% | +36.2% | +53.7% |
| 1Y | +49.6% | +23.3% | +26.3% | +46.1% |
| 3Y | +61.5% | +81.5% | -20.0% | +42.3% |
| All | +112.0% | +32.4% | +79.6% | +98.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling