+10,577.7%
WMT vs CLF
+737.5%
+9,840.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.9% | -5.0% | -0.4% |
| 7D | +0.6% | -9.1% | +9.6% | +1.0% |
| 30D | +12.8% | -0.9% | +13.7% | +12.5% |
| 3M | +11.7% | +3.0% | +8.7% | +11.0% |
| 6M | -3.5% | +16.7% | -20.2% | -5.4% |
| YTD | +13.4% | -3.2% | +16.6% | +12.0% |
| 1Y | +23.6% | +24.6% | -1.0% | +19.9% |
| 3Y | +133.9% | -22.3% | +156.2% | +128.0% |
| 5Y | +170.1% | -41.2% | +211.3% | +163.4% |
| 10Y | +523.5% | +83.5% | +440.0% | +420.9% |
| All | +10,577.7% | +737.5% | +9,840.2% | +4,417.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling