+528.7%
WDC vs CLF
-51.2%
+579.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -1.9% |
| 7D | -28.0% | -19.6% | -8.4% | -23.0% |
| 30D | -34.9% | -5.0% | -30.0% | -33.9% |
| 3M | -41.6% | -6.3% | -35.3% | -40.5% |
| 6M | -45.4% | +2.8% | -48.2% | -46.3% |
| YTD | +53.3% | -13.7% | +67.0% | +55.3% |
| 1Y | +61.5% | +13.6% | +48.0% | +51.7% |
| 3Y | +712.3% | -34.0% | +746.3% | +705.9% |
| All | +528.7% | -51.2% | +579.9% | +552.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling