+568.0%
CF vs WWD
+461.1%
+106.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.4% | -2.7% | -0.5% |
| 7D | -3.2% | +4.2% | -7.3% | -4.9% |
| 30D | +4.3% | -2.1% | +6.5% | +4.3% |
| 3M | +2.8% | -13.2% | +16.0% | +6.8% |
| 6M | +0.6% | -16.9% | +17.5% | +4.7% |
| YTD | +56.6% | +5.2% | +51.4% | +43.8% |
| 1Y | +49.6% | +20.6% | +29.0% | +28.7% |
| 3Y | +61.5% | +146.3% | -84.8% | -4.8% |
| 5Y | +124.0% | +171.3% | -47.4% | +20.3% |
| All | +568.0% | +461.1% | +106.9% | +125.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 10y: compounded portfolio wealth divided by compounded WWD 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…
10y analysis · Full analysis span regression · 6 months rolling