+4.3%
WMT vs CLF
+9.3%
-5.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | -0.2% |
| 7D | -0.2% | -2.7% | +2.4% | -0.3% |
| 30D | -5.8% | -3.2% | -2.6% | -6.0% |
| 3M | -10.8% | -5.0% | -5.8% | -10.9% |
| 6M | -14.3% | +26.6% | -40.9% | -14.1% |
| YTD | -4.4% | -9.0% | +4.6% | -3.9% |
| 1Y | +4.3% | +11.8% | -7.5% | +7.4% |
| All | +4.3% | +9.3% | -5.0% | +7.4% |
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