+470.7%
CF vs WWD
+442.7%
+28.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.0% | +3.3% | +2.0% |
| 7D | +5.4% | +8.2% | -2.8% | +2.5% |
| 30D | +6.5% | -0.2% | +6.7% | +5.9% |
| 3M | +4.6% | -8.4% | +13.0% | +6.7% |
| 6M | -3.3% | -9.5% | +6.2% | -2.4% |
| YTD | +63.9% | +10.1% | +53.8% | +48.2% |
| 1Y | +50.4% | +21.6% | +28.9% | +29.5% |
| 3Y | +68.2% | +149.6% | -81.3% | -0.5% |
| 5Y | +113.8% | +191.3% | -77.5% | +12.0% |
| All | +470.7% | +442.7% | +28.0% | +112.2% |
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