-24.8%
CLF vs NWSA
+127.4%
-152.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.8% | +3.6% | +3.1% |
| 7D | +7.6% | -1.9% | +9.4% | +9.0% |
| 30D | -1.2% | +4.6% | -5.8% | -4.6% |
| 3M | -13.4% | +13.2% | -26.6% | -22.1% |
| 6M | +15.4% | +27.0% | -11.6% | -5.0% |
| YTD | -5.9% | +16.8% | -22.7% | -18.6% |
| 1Y | +18.8% | +4.5% | +14.3% | +10.9% |
| 3Y | -19.4% | +46.2% | -65.6% | -41.8% |
| 5Y | -47.7% | +40.9% | -88.6% | -62.2% |
| 10Y | +130.4% | +145.1% | -14.7% | +4.2% |
| All | -24.8% | +127.4% | -152.2% | -65.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling