+5,294.5%
CF vs WWD
+2,445.3%
+2,849.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -6.0% | +12.1% | +8.7% |
| 7D | +0.4% | -2.6% | +3.0% | +1.0% |
| 30D | +2.2% | -7.7% | +9.9% | +4.8% |
| 3M | +2.1% | -17.7% | +19.8% | +9.3% |
| 6M | -6.5% | -15.9% | +9.4% | -2.7% |
| YTD | +55.6% | +1.8% | +53.8% | +44.2% |
| 1Y | +42.3% | +17.4% | +24.9% | +22.6% |
| 3Y | +55.7% | +137.1% | -81.4% | -8.3% |
| 5Y | +122.4% | +162.4% | -40.0% | +19.4% |
| 10Y | +568.5% | +452.5% | +116.0% | +134.5% |
| All | +5,294.5% | +2,445.3% | +2,849.2% | +849.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling