+298.2%
WBD vs CLF
+3.9%
+294.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -0.7% |
| 7D | -1.8% | +7.6% | -9.4% | -3.1% |
| 30D | +8.8% | -1.2% | +10.0% | +8.8% |
| 3M | +4.6% | -13.4% | +18.0% | +6.1% |
| 6M | +1.1% | +15.4% | -14.3% | -3.3% |
| YTD | -2.0% | -5.9% | +3.9% | -3.7% |
| 1Y | +140.0% | +18.8% | +121.2% | +121.3% |
| 3Y | +144.4% | -19.4% | +163.8% | +132.0% |
| 5Y | -0.2% | -47.7% | +47.5% | -0.7% |
| 10Y | +9.1% | +130.4% | -121.3% | -25.2% |
| All | +298.2% | +3.9% | +294.3% | +114.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling