+282.1%
WBD vs CLF
-8.4%
+290.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | -0.6% |
| 7D | +0.5% | +4.9% | -4.3% | -0.4% |
| 30D | -1.6% | +21.9% | -23.5% | -5.3% |
| 3M | -0.9% | -25.2% | +24.3% | +3.1% |
| 6M | +19.6% | +5.7% | +13.9% | +16.3% |
| YTD | -5.9% | -17.0% | +11.1% | -4.2% |
| 1Y | +200.9% | +54.1% | +146.8% | +164.2% |
| 3Y | +101.4% | -27.0% | +128.4% | +96.7% |
| 5Y | -27.8% | -47.8% | +20.0% | -27.6% |
| 10Y | -4.1% | +231.6% | -235.7% | -38.2% |
| All | +282.1% | -8.4% | +290.6% | +113.2% |
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