+4.2%
WBD vs CLF
-47.6%
+51.8%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.4% |
| 7D | -1.7% | -2.7% | +1.0% | -1.1% |
| 30D | +3.9% | -3.2% | +7.1% | +4.4% |
| 3M | +5.1% | -5.0% | +10.0% | +5.0% |
| 6M | +0.6% | +26.6% | -26.0% | -7.1% |
| YTD | -3.2% | -9.0% | +5.8% | -4.7% |
| 1Y | +127.7% | +11.8% | +115.8% | +103.6% |
| 3Y | +146.6% | -15.1% | +161.7% | +122.7% |
| 5Y | +4.2% | -48.2% | +52.4% | +4.9% |
| All | +4.2% | -47.6% | +51.8% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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