+481.0%
CF vs WWD
+460.9%
+20.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.5% |
| 7D | +4.8% | +0.4% | +4.3% | +4.4% |
| 30D | +9.7% | -0.4% | +10.1% | +9.1% |
| 3M | +1.2% | -6.1% | +7.3% | +2.3% |
| 6M | +7.4% | -9.5% | +16.9% | +8.4% |
| YTD | +60.5% | +10.8% | +49.7% | +44.8% |
| 1Y | +50.7% | +23.5% | +27.2% | +29.0% |
| 3Y | +64.8% | +151.3% | -86.5% | -2.8% |
| 5Y | +115.8% | +187.8% | -72.0% | +13.9% |
| 10Y | +481.0% | +461.1% | +19.9% | +115.0% |
| All | +481.0% | +460.9% | +20.1% | +115.0% |
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