+83.5%
CLF vs W
+228.8%
-145.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.7% | +8.6% | +5.7% |
| 7D | -9.1% | +1.1% | -10.1% | -9.5% |
| 30D | -0.9% | +6.4% | -7.3% | -2.6% |
| 3M | +3.0% | +9.0% | -6.0% | +0.2% |
| 6M | +16.7% | +69.8% | -53.1% | +1.2% |
| YTD | -3.2% | +12.1% | -15.2% | -9.0% |
| 1Y | +24.6% | 0.0% | +24.6% | +19.8% |
| 3Y | -22.3% | +160.3% | -182.6% | -43.4% |
| 5Y | -41.2% | -53.3% | +12.1% | -47.5% |
| 10Y | +83.5% | +217.0% | -133.4% | -30.9% |
| All | +83.5% | +228.8% | -145.3% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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