+264.5%
WMB vs CLF
+104.8%
+159.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.5% |
| 7D | -13.8% | -19.6% | +5.8% | -10.7% |
| 30D | -10.3% | -5.0% | -5.4% | -9.9% |
| 3M | -10.1% | -6.3% | -3.8% | -9.7% |
| 6M | -11.8% | +2.8% | -14.6% | -14.0% |
| YTD | +8.9% | -13.7% | +22.7% | +7.8% |
| 1Y | +14.0% | +13.6% | +0.4% | +7.1% |
| 3Y | +100.5% | -34.0% | +134.5% | +94.6% |
| 5Y | +179.5% | -48.7% | +228.3% | +171.2% |
| All | +264.5% | +104.8% | +159.7% | +120.2% |
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 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