+80.4%
CLF vs GWW
+665.1%
-584.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -1.2% |
| 7D | +16.0% | +3.7% | +12.3% | +13.4% |
| 30D | +1.6% | +13.6% | -12.0% | -6.7% |
| 3M | +6.7% | +15.4% | -8.7% | -3.2% |
| 6M | +21.1% | +21.8% | -0.7% | +5.5% |
| YTD | -1.6% | +50.0% | -51.6% | -25.0% |
| 1Y | +18.5% | +60.2% | -41.7% | -13.5% |
| 3Y | -21.0% | +94.4% | -115.4% | -49.1% |
| 5Y | -41.4% | +221.8% | -263.2% | -72.9% |
| All | +80.4% | +665.1% | -584.7% | -38.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling