+5,481.4%
CF vs WU
-19.6%
+5,501.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.3% | -2.8% |
| 7D | +6.0% | -0.8% | +6.8% | +6.4% |
| 30D | +14.8% | -1.1% | +15.9% | +15.2% |
| 3M | +14.1% | -3.9% | +17.9% | +13.7% |
| 6M | +28.5% | -20.7% | +49.2% | +39.1% |
| YTD | +74.9% | -18.4% | +93.3% | +85.8% |
| 1Y | +61.7% | -8.1% | +69.8% | +60.1% |
| 3Y | +80.3% | -24.2% | +104.5% | +88.5% |
| 5Y | +226.0% | -50.4% | +276.4% | +303.7% |
| 10Y | +569.9% | -40.0% | +609.9% | +630.5% |
| All | +5,481.4% | -19.6% | +5,501.0% | +4,474.0% |
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 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