-47.3%
CLF vs GWW
+223.7%
-271.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.7% | +1.0% | 0.0% |
| 7D | +6.5% | -1.5% | +8.0% | +7.4% |
| 30D | +0.2% | +1.1% | -0.9% | -0.7% |
| 3M | -3.1% | -1.0% | -2.1% | -3.2% |
| 6M | +25.0% | +16.3% | +8.7% | +11.4% |
| YTD | -7.5% | +28.5% | -36.0% | -22.2% |
| 1Y | +11.5% | +30.3% | -18.7% | -7.0% |
| 3Y | -13.7% | +91.6% | -105.3% | -43.1% |
| All | -47.3% | +223.7% | -271.0% | -73.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling