+112.0%
CF vs WU
-42.0%
+154.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.7% | +0.9% |
| 7D | -3.2% | +11.7% | -14.9% | -4.4% |
| 30D | +4.3% | +12.6% | -8.3% | +2.8% |
| 3M | +2.8% | -0.5% | +3.3% | +2.8% |
| 6M | +0.6% | -18.2% | +18.8% | +2.8% |
| YTD | +56.6% | -19.0% | +75.6% | +59.8% |
| 1Y | +49.6% | -16.7% | +66.3% | +51.9% |
| 3Y | +61.5% | -21.0% | +82.5% | +63.9% |
| All | +112.0% | -42.0% | +154.0% | +116.5% |
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