+116.4%
WMB vs CLF
-21.8%
+138.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.9% | -3.4% | +1.2% |
| 7D | -6.9% | -9.1% | +2.1% | -6.4% |
| 30D | -7.2% | -0.9% | -6.2% | -7.2% |
| 3M | -5.4% | +3.0% | -8.4% | -5.7% |
| 6M | -4.9% | +16.7% | -21.6% | -6.2% |
| YTD | +14.7% | -3.2% | +17.9% | +13.7% |
| 1Y | +14.7% | +24.6% | -9.9% | +11.5% |
| 3Y | +116.4% | -22.3% | +138.7% | +108.6% |
| All | +116.4% | -21.8% | +138.2% | +108.6% |
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