+220.7%
CF vs WU
-50.7%
+271.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.3% | -3.1% |
| 7D | +6.0% | -0.8% | +6.8% | +6.1% |
| 30D | +14.8% | -1.1% | +15.9% | +15.0% |
| 3M | +14.1% | -3.9% | +17.9% | +14.2% |
| 6M | +28.5% | -20.7% | +49.2% | +32.2% |
| YTD | +74.9% | -18.4% | +93.3% | +78.8% |
| 1Y | +61.7% | -8.1% | +69.8% | +61.4% |
| 3Y | +80.3% | -24.2% | +104.5% | +84.6% |
| All | +220.7% | -50.7% | +271.4% | +269.3% |
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