+113.2%
WDC vs CLF
+12.5%
+100.7%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -9.2% | +2.4% | -4.1% |
| 7D | -18.3% | -7.9% | -10.4% | -16.3% |
| 30D | -26.7% | +5.2% | -31.9% | -27.9% |
| 3M | -40.9% | +4.3% | -45.3% | -41.9% |
| 6M | -26.8% | +25.3% | -52.0% | -31.1% |
| YTD | +88.2% | -3.3% | +91.5% | +83.4% |
| 1Y | +113.2% | +20.2% | +93.0% | +91.4% |
| All | +113.2% | +12.5% | +100.7% | +91.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling