+696.9%
CLF vs GWW
+14,492.5%
-13,795.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.2% |
| 7D | +7.6% | +1.4% | +6.2% | +6.5% |
| 30D | -1.2% | +3.3% | -4.5% | -3.3% |
| 3M | -13.4% | +2.9% | -16.3% | -15.5% |
| 6M | +15.4% | +15.8% | -0.4% | +4.2% |
| YTD | -5.9% | +32.0% | -37.9% | -21.4% |
| 1Y | +18.8% | +29.9% | -11.1% | +0.2% |
| 3Y | -19.4% | +91.1% | -110.5% | -46.7% |
| 5Y | -47.7% | +223.9% | -271.7% | -75.5% |
| 10Y | +130.4% | +567.0% | -436.7% | -33.1% |
| All | +696.9% | +14,492.5% | -13,795.7% | -3.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling