+75.3%
CF vs WETO
-99.4%
+174.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +7.1% | -9.2% | -2.2% |
| 7D | -2.0% | -19.9% | +17.9% | -2.0% |
| 30D | +15.3% | -42.7% | +58.0% | +16.3% |
| 3M | +24.3% | -97.7% | +122.0% | +20.6% |
| 6M | +23.9% | -94.4% | +118.3% | +24.3% |
| YTD | +77.3% | -97.0% | +174.3% | +75.7% |
| 1Y | +58.7% | -98.9% | +157.5% | +53.8% |
| All | +75.3% | -99.4% | +174.7% | +70.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling