+61.7%
CF vs WETO
-98.9%
+160.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -20.8% | +17.6% | -3.2% |
| 7D | +6.0% | -55.4% | +61.4% | +6.0% |
| 30D | +14.8% | -48.5% | +63.3% | +15.4% |
| 3M | +14.1% | -97.5% | +111.6% | +10.9% |
| 6M | +28.5% | -94.2% | +122.7% | +27.0% |
| YTD | +74.9% | -97.0% | +172.0% | +75.3% |
| 1Y | +61.7% | -98.9% | +160.6% | +58.6% |
| All | +61.7% | -98.9% | +160.6% | +58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 1y: compounded portfolio wealth divided by compounded WETO 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…
1y analysis · Full analysis span regression · 6 months rolling