+63.3%
WM vs CF
+125.5%
-62.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.2% | -5.0% | +0.7% |
| 7D | +4.5% | +0.4% | +4.1% | +4.4% |
| 30D | +16.1% | +2.2% | +13.9% | +15.8% |
| 3M | +8.0% | +2.1% | +5.9% | +7.7% |
| 6M | +8.4% | -6.5% | +15.0% | +8.7% |
| YTD | +11.2% | +55.6% | -44.3% | +7.0% |
| 1Y | +22.3% | +42.3% | -20.0% | +18.4% |
| 3Y | +50.2% | +55.7% | -5.5% | +43.3% |
| 5Y | +63.3% | +122.4% | -59.1% | +46.6% |
| All | +63.3% | +125.5% | -62.2% | +46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling