+115.8%
CF vs WU
-41.3%
+157.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.4% | +2.4% |
| 7D | +4.8% | +11.0% | -6.3% | +3.5% |
| 30D | +9.7% | +13.4% | -3.7% | +8.1% |
| 3M | +1.2% | +2.2% | -1.0% | +0.9% |
| 6M | +7.4% | -18.2% | +25.6% | +9.7% |
| YTD | +60.5% | -18.3% | +78.8% | +63.6% |
| 1Y | +50.7% | -12.2% | +62.9% | +51.9% |
| 3Y | +64.8% | -20.8% | +85.6% | +67.2% |
| 5Y | +115.8% | -42.6% | +158.4% | +119.9% |
| All | +115.8% | -41.3% | +157.1% | +119.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling