+17,845.4%
WDC vs CLF
+714.0%
+17,131.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.8% | +4.1% | +5.4% |
| 7D | +1.7% | +7.6% | -5.8% | -0.1% |
| 30D | -10.0% | -1.2% | -8.8% | -9.7% |
| 3M | -18.8% | -13.4% | -5.4% | -16.6% |
| 6M | +79.0% | +15.4% | +63.6% | +70.3% |
| YTD | +171.6% | -5.9% | +177.4% | +168.7% |
| 1Y | +417.4% | +18.8% | +398.6% | +373.4% |
| 3Y | +1,251.8% | -19.4% | +1,271.2% | +1,179.1% |
| 5Y | +911.7% | -47.7% | +959.4% | +917.6% |
| 10Y | +1,399.6% | +130.4% | +1,269.3% | +814.0% |
| All | +17,845.4% | +714.0% | +17,131.3% | +4,109.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling