+928.6%
WDC vs CLF
-47.7%
+976.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.8% | +4.1% | +5.4% |
| 7D | +1.7% | +7.6% | -5.8% | -0.3% |
| 30D | -10.0% | -1.2% | -8.8% | -9.7% |
| 3M | -18.8% | -13.4% | -5.4% | -16.2% |
| 6M | +79.0% | +15.4% | +63.6% | +69.5% |
| YTD | +171.6% | -5.9% | +177.4% | +168.5% |
| 1Y | +417.4% | +18.8% | +398.6% | +365.1% |
| 3Y | +1,251.8% | -19.4% | +1,271.2% | +1,152.7% |
| All | +928.6% | -47.7% | +976.3% | +916.2% |
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 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