+18.8%
CLF vs GWW
+31.2%
-12.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.3% |
| 7D | +7.6% | +1.4% | +6.2% | +6.7% |
| 30D | -1.2% | +3.3% | -4.5% | -3.1% |
| 3M | -13.4% | +2.9% | -16.3% | -15.8% |
| 6M | +15.4% | +15.8% | -0.4% | +1.7% |
| YTD | -5.9% | +32.0% | -37.9% | -23.2% |
| 1Y | +18.8% | +29.9% | -11.1% | -9.4% |
| All | +18.8% | +31.2% | -12.3% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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