-25.4%
CLF vs GWW
+89.4%
-114.9%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.5% | +6.5% | +6.7% |
| 7D | -14.1% | +5.1% | -19.2% | -16.9% |
| 30D | -5.5% | +12.2% | -17.8% | -12.8% |
| 3M | 0.0% | +13.5% | -13.5% | -8.6% |
| 6M | +11.3% | +17.8% | -6.6% | -1.9% |
| YTD | -7.7% | +44.3% | -52.0% | -29.9% |
| 1Y | +17.5% | +52.8% | -35.3% | -14.5% |
| 3Y | -25.4% | +89.9% | -115.3% | -51.5% |
| All | -25.4% | +89.4% | -114.9% | -51.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling