+142.3%
WMB vs CLF
-18.8%
+161.1%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | 0.0% |
| 7D | +0.6% | +7.6% | -7.0% | +0.2% |
| 30D | +3.3% | -1.2% | +4.4% | +3.3% |
| 3M | +3.1% | -13.4% | +16.5% | +3.7% |
| 6M | -0.7% | +15.4% | -16.1% | -2.2% |
| YTD | +25.2% | -5.9% | +31.0% | +24.4% |
| 1Y | +32.9% | +18.8% | +14.0% | +28.7% |
| All | +142.3% | -18.8% | +161.1% | +138.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling