+79.2%
CF vs WETO
-99.4%
+178.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -5.1% | +7.9% | +2.8% |
| 7D | -0.8% | -38.7% | +37.8% | -0.9% |
| 30D | +14.3% | -51.3% | +65.6% | +15.2% |
| 3M | +27.9% | -97.8% | +125.7% | +24.1% |
| 6M | +25.5% | -94.8% | +120.3% | +25.9% |
| YTD | +81.2% | -97.2% | +178.4% | +79.6% |
| 1Y | +66.5% | -98.9% | +165.5% | +61.3% |
| All | +79.2% | -99.4% | +178.6% | +74.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling