+110.9%
CF vs WWD
+187.3%
-76.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.8% | +0.2% |
| 7D | +4.8% | +4.0% | +0.8% | +4.6% |
| 30D | +4.7% | +0.4% | +4.3% | +4.7% |
| 3M | +7.4% | -7.9% | +15.3% | +7.9% |
| 6M | +0.6% | -10.6% | +11.2% | +0.9% |
| YTD | +64.1% | +9.4% | +54.7% | +57.0% |
| 1Y | +51.4% | +25.7% | +25.7% | +40.8% |
| 3Y | +67.8% | +148.5% | -80.7% | +31.5% |
| All | +110.9% | +187.3% | -76.4% | +49.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling