+568.0%
CF vs WCN
+309.0%
+259.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.0% | +1.3% |
| 7D | -3.2% | +2.9% | -6.1% | -4.6% |
| 30D | +4.3% | +22.1% | -17.8% | -5.5% |
| 3M | +2.8% | +13.2% | -10.4% | -3.5% |
| 6M | +0.6% | +23.7% | -23.1% | -9.8% |
| YTD | +56.6% | +8.7% | +47.9% | +48.7% |
| 1Y | +49.6% | +15.3% | +34.3% | +37.6% |
| 3Y | +61.5% | +46.0% | +15.5% | +27.1% |
| 5Y | +124.0% | +45.9% | +78.0% | +73.4% |
| All | +568.0% | +309.0% | +259.0% | +236.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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