+336.4%
WM vs CF
+561.7%
-225.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.2% |
| 7D | +1.2% | -3.2% | +4.4% | +1.6% |
| 30D | +13.1% | +4.3% | +8.8% | +12.4% |
| 3M | +3.6% | +2.8% | +0.8% | +3.0% |
| 6M | +8.1% | +0.6% | +7.5% | +7.5% |
| YTD | +8.9% | +56.6% | -47.7% | +1.5% |
| 1Y | +20.3% | +49.6% | -29.3% | +12.8% |
| 3Y | +46.2% | +61.5% | -15.3% | +33.6% |
| 5Y | +59.9% | +124.0% | -64.1% | +34.2% |
| All | +336.4% | +561.7% | -225.3% | +206.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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