+259.9%
WMB vs CLF
+92.7%
+167.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +7.0% | -3.3% | +2.5% |
| 7D | -6.7% | -14.1% | +7.4% | -4.3% |
| 30D | -8.6% | -5.5% | -3.0% | -8.0% |
| 3M | -4.9% | 0.0% | -4.9% | -5.6% |
| 6M | -6.3% | +11.3% | -17.6% | -9.8% |
| YTD | +13.0% | -7.7% | +20.7% | +10.6% |
| 1Y | +14.9% | +17.5% | -2.6% | +7.4% |
| 3Y | +113.4% | -25.4% | +138.8% | +102.4% |
| 5Y | +190.2% | -46.0% | +236.1% | +179.6% |
| 10Y | +259.9% | +80.1% | +179.8% | +120.3% |
| All | +259.9% | +92.7% | +167.2% | +120.3% |
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