+7.0%
WMT vs CLF
+20.0%
-12.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.0% | -1.1% |
| 7D | +3.9% | +7.6% | -3.6% | +4.1% |
| 30D | -4.4% | -1.2% | -3.2% | -4.5% |
| 3M | -8.8% | -13.4% | +4.6% | -9.2% |
| 6M | -15.6% | +15.4% | -31.1% | -15.4% |
| YTD | -3.2% | -5.9% | +2.7% | -2.7% |
| 1Y | +7.0% | +18.8% | -11.8% | +11.2% |
| All | +7.0% | +20.0% | -12.9% | +11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling