+220.7%
CF vs WCN
+30.3%
+190.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.1% | -2.9% |
| 7D | +6.0% | -0.6% | +6.6% | +6.2% |
| 30D | +14.8% | +0.4% | +14.4% | +14.6% |
| 3M | +14.1% | +7.3% | +6.7% | +11.3% |
| 6M | +28.5% | -2.5% | +31.0% | +29.1% |
| YTD | +74.9% | -5.4% | +80.3% | +77.3% |
| 1Y | +61.7% | -8.5% | +70.1% | +65.4% |
| 3Y | +80.3% | +20.8% | +59.5% | +63.4% |
| All | +220.7% | +30.3% | +190.4% | +183.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling