+73.1%
CF vs WETO
-99.4%
+172.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -20.8% | +17.6% | -3.3% |
| 7D | +6.0% | -55.4% | +61.4% | +5.9% |
| 30D | +14.8% | -48.5% | +63.3% | +15.8% |
| 3M | +14.1% | -97.5% | +111.6% | +10.9% |
| 6M | +28.5% | -94.2% | +122.7% | +29.0% |
| YTD | +74.9% | -97.0% | +172.0% | +73.4% |
| 1Y | +61.7% | -98.9% | +160.6% | +56.5% |
| All | +73.1% | -99.4% | +172.4% | +68.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling