+80.4%
CLF vs NWSA
+141.7%
-61.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.9% |
| 7D | +16.0% | -0.8% | +16.8% | +16.6% |
| 30D | +1.6% | -11.3% | +13.0% | +9.9% |
| 3M | +6.7% | -8.1% | +14.8% | +11.5% |
| 6M | +21.1% | -0.7% | +21.8% | +17.5% |
| YTD | -1.6% | +1.3% | -2.9% | -7.5% |
| 1Y | +18.5% | -1.3% | +19.8% | +13.4% |
| 3Y | -21.0% | +28.4% | -49.4% | -39.0% |
| 5Y | -41.4% | +15.3% | -56.7% | -52.2% |
| All | +80.4% | +141.7% | -61.3% | -26.0% |
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