+305.6%
WM vs CF
+569.3%
-263.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -0.8% |
| 7D | -0.3% | +6.0% | -6.3% | -1.1% |
| 30D | -2.4% | +14.8% | -17.2% | -4.2% |
| 3M | +0.4% | +14.1% | -13.6% | -1.5% |
| 6M | -9.5% | +28.5% | -38.0% | -13.1% |
| YTD | +0.5% | +74.9% | -74.4% | -7.4% |
| 1Y | -1.1% | +61.7% | -62.8% | -8.1% |
| 3Y | +46.0% | +80.3% | -34.3% | +31.8% |
| 5Y | +51.8% | +226.0% | -174.2% | +20.4% |
| All | +305.6% | +569.3% | -263.7% | +185.5% |
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