+62.1%
CF vs WETO
-99.8%
+162.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.4% | +4.8% | +1.4% |
| 7D | +5.4% | -25.4% | +30.7% | +5.3% |
| 30D | +6.5% | -35.8% | +42.3% | +6.5% |
| 3M | +4.6% | -84.6% | +89.2% | +5.5% |
| 6M | -3.3% | -98.8% | +95.5% | -4.3% |
| YTD | +63.9% | -99.3% | +163.2% | +62.3% |
| 1Y | +50.4% | -99.4% | +149.8% | +48.4% |
| All | +62.1% | -99.8% | +162.0% | +57.7% |
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