+653.4%
WDC vs CLF
+92.7%
+560.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +7.0% | +2.9% | +7.8% |
| 7D | -14.4% | -14.1% | -0.3% | -10.2% |
| 30D | -27.1% | -5.5% | -21.5% | -25.7% |
| 3M | -33.3% | 0.0% | -33.3% | -33.3% |
| 6M | -39.6% | +11.3% | -50.8% | -42.1% |
| YTD | +68.4% | -7.7% | +76.1% | +67.0% |
| 1Y | +78.2% | +17.5% | +60.6% | +64.9% |
| 3Y | +772.0% | -25.4% | +797.4% | +732.9% |
| 5Y | +584.9% | -46.0% | +630.9% | +581.0% |
| 10Y | +653.4% | +80.1% | +573.4% | +363.1% |
| All | +653.4% | +92.7% | +560.8% | +363.1% |
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