+487.0%
CF vs WCN
+302.6%
+184.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.3% |
| 7D | -0.9% | +1.2% | -2.1% | -1.5% |
| 30D | +6.9% | +24.6% | -17.6% | -4.0% |
| 3M | +4.8% | +14.2% | -9.4% | -2.0% |
| 6M | +4.7% | +25.7% | -21.0% | -6.9% |
| YTD | +56.5% | +9.3% | +47.2% | +48.2% |
| 1Y | +48.4% | +15.3% | +33.1% | +36.6% |
| 3Y | +59.1% | +48.6% | +10.6% | +24.2% |
| 5Y | +109.5% | +46.9% | +62.6% | +61.8% |
| 10Y | +487.0% | +298.1% | +188.8% | +206.6% |
| All | +487.0% | +302.6% | +184.3% | +206.6% |
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