+74.6%
CLF vs W
+212.4%
-137.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.6% | -3.3% |
| 7D | +10.4% | +0.2% | +10.2% | +10.3% |
| 30D | +0.6% | +6.8% | -6.3% | -1.3% |
| 3M | +4.1% | +10.7% | -6.6% | +1.0% |
| 6M | +15.1% | +86.3% | -71.2% | -2.1% |
| YTD | -4.7% | +11.5% | -16.2% | -10.4% |
| 1Y | +20.4% | +5.1% | +15.3% | +14.4% |
| 3Y | -23.4% | +171.0% | -194.4% | -44.7% |
| 5Y | -43.3% | -56.6% | +13.3% | -48.5% |
| All | +74.6% | +212.4% | -137.7% | -33.5% |
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