+1,245.5%
WDC vs CLF
+108.7%
+1,136.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.7% | +3.8% | +2.6% |
| 7D | +6.0% | +6.5% | -0.5% | +4.1% |
| 30D | +9.9% | +0.2% | +9.7% | +9.7% |
| 3M | -9.4% | -3.1% | -6.3% | -9.5% |
| 6M | +94.7% | +25.0% | +69.7% | +79.8% |
| YTD | +177.4% | -7.5% | +184.8% | +175.0% |
| 1Y | +412.6% | +11.5% | +401.1% | +369.7% |
| 3Y | +1,359.8% | -13.7% | +1,373.5% | +1,231.4% |
| 5Y | +992.6% | -47.0% | +1,039.5% | +984.0% |
| 10Y | +1,245.5% | +116.3% | +1,129.2% | +728.5% |
| All | +1,245.5% | +108.7% | +1,136.8% | +728.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling