+126.4%
CLF vs SW
+147.8%
-21.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.6% |
| 7D | +7.6% | -5.1% | +12.7% | +8.6% |
| 30D | -1.2% | -4.6% | +3.4% | -0.4% |
| 3M | -13.4% | +9.4% | -22.8% | -15.0% |
| 6M | +15.4% | +3.5% | +11.9% | +14.3% |
| YTD | -5.9% | +22.0% | -27.9% | -9.5% |
| 1Y | +18.8% | +2.2% | +16.6% | +17.4% |
| 3Y | -19.4% | +19.6% | -39.0% | -21.9% |
| 5Y | -47.7% | -2.3% | -45.4% | -50.0% |
| All | +126.4% | +147.8% | -21.4% | +96.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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