+83.5%
CLF vs GWW
+663.6%
-580.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.7% | +3.2% | +3.8% |
| 7D | -9.1% | +5.5% | -14.6% | -12.4% |
| 30D | -0.9% | +14.4% | -15.3% | -9.5% |
| 3M | +3.0% | +13.7% | -10.8% | -5.8% |
| 6M | +16.7% | +20.1% | -3.4% | +2.5% |
| YTD | -3.2% | +47.1% | -50.2% | -25.3% |
| 1Y | +24.6% | +56.2% | -31.6% | -7.6% |
| 3Y | -22.3% | +90.5% | -112.8% | -49.3% |
| 5Y | -41.2% | +221.2% | -262.4% | -72.7% |
| 10Y | +83.5% | +648.4% | -564.9% | -34.9% |
| All | +83.5% | +663.6% | -580.1% | -34.9% |
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