+568.0%
CF vs WU
-36.0%
+604.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.7% | +1.4% |
| 7D | -3.2% | +11.7% | -14.9% | -6.8% |
| 30D | +4.3% | +12.6% | -8.3% | 0.0% |
| 3M | +2.8% | -0.5% | +3.3% | +2.5% |
| 6M | +0.6% | -18.2% | +18.8% | +6.0% |
| YTD | +56.6% | -19.0% | +75.6% | +64.3% |
| 1Y | +49.6% | -16.7% | +66.3% | +54.9% |
| 3Y | +61.5% | -21.0% | +82.5% | +64.9% |
| 5Y | +124.0% | -41.7% | +165.7% | +150.0% |
| All | +568.0% | -36.0% | +604.0% | +652.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 10y: compounded portfolio wealth divided by compounded WU 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…
10y analysis · Full analysis span regression · 6 months rolling