+4,862.8%
CF vs WU
-18.6%
+4,881.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +6.5% | -0.4% | +3.2% |
| 7D | +0.4% | +13.0% | -12.6% | -5.2% |
| 30D | +2.2% | +14.3% | -12.1% | -4.2% |
| 3M | +2.1% | +0.1% | +2.0% | +1.2% |
| 6M | -6.5% | -17.7% | +11.2% | -0.6% |
| YTD | +55.6% | -17.3% | +72.9% | +63.3% |
| 1Y | +42.3% | -11.1% | +53.4% | +43.5% |
| 3Y | +55.7% | -19.8% | +75.6% | +58.3% |
| 5Y | +122.4% | -40.5% | +162.9% | +148.4% |
| 10Y | +568.5% | -33.7% | +602.2% | +588.5% |
| All | +4,862.8% | -18.6% | +4,881.4% | +3,919.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling