+10,587.9%
WMT vs CLF
+755.7%
+9,832.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | 0.0% |
| 7D | -2.7% | +2.3% | -5.0% | -2.9% |
| 30D | +11.1% | +1.9% | +9.2% | +10.7% |
| 3M | +11.2% | +5.9% | +5.3% | +10.3% |
| 6M | -1.3% | +16.9% | -18.2% | -3.2% |
| YTD | +13.5% | -1.1% | +14.6% | +12.0% |
| 1Y | +22.5% | +28.8% | -6.3% | +18.5% |
| 3Y | +134.1% | -20.6% | +154.7% | +127.9% |
| 5Y | +170.3% | -41.5% | +211.8% | +163.7% |
| 10Y | +525.5% | +87.5% | +438.0% | +421.8% |
| All | +10,587.9% | +755.7% | +9,832.2% | +4,415.8% |
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