+127.6%
CLF vs NWSA
+144.0%
-16.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.3% | -1.4% |
| 7D | -2.7% | -3.1% | +0.4% | -0.5% |
| 30D | -3.2% | +4.3% | -7.5% | -6.3% |
| 3M | -5.0% | +9.2% | -14.2% | -12.5% |
| 6M | +26.6% | +21.6% | +5.0% | +6.9% |
| YTD | -9.0% | +14.2% | -23.2% | -20.4% |
| 1Y | +11.8% | +1.8% | +10.1% | +6.2% |
| 3Y | -15.1% | +44.4% | -59.5% | -39.3% |
| 5Y | -48.2% | +41.0% | -89.2% | -63.4% |
| 10Y | +127.6% | +150.0% | -22.5% | -14.1% |
| All | +127.6% | +144.0% | -16.4% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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