+5,967.0%
CF vs WAT
+808.5%
+5,158.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -2.8% |
| 7D | +6.0% | -1.3% | +7.3% | +6.5% |
| 30D | +14.8% | +2.3% | +12.5% | +13.6% |
| 3M | +14.1% | +8.7% | +5.3% | +9.7% |
| 6M | +28.5% | +28.3% | +0.2% | +12.9% |
| YTD | +74.9% | +7.8% | +67.2% | +63.8% |
| 1Y | +61.7% | +36.6% | +25.1% | +35.1% |
| 3Y | +80.3% | +45.7% | +34.6% | +36.6% |
| 5Y | +226.0% | -3.3% | +229.3% | +189.3% |
| 10Y | +569.9% | +162.1% | +407.8% | +232.6% |
| All | +5,967.0% | +808.5% | +5,158.5% | +1,386.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling