+197.2%
WMB vs CLF
-41.3%
+238.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.2% | 0.0% | +1.9% |
| 7D | +1.6% | +2.3% | -0.8% | +1.3% |
| 30D | -7.1% | +1.9% | -9.0% | -7.4% |
| 3M | -4.0% | +5.9% | -9.9% | -4.9% |
| 6M | -5.7% | +16.9% | -22.6% | -8.1% |
| YTD | +17.2% | -1.1% | +18.2% | +15.1% |
| 1Y | +17.2% | +28.8% | -11.6% | +11.5% |
| 3Y | +121.1% | -20.6% | +141.7% | +115.1% |
| 5Y | +197.2% | -41.5% | +238.7% | +197.5% |
| All | +197.2% | -41.3% | +238.5% | +197.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling