+80.1%
CLF vs W
+268.4%
-188.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +4.6% | +2.4% | +6.0% |
| 7D | -14.1% | +3.3% | -17.4% | -14.9% |
| 30D | -5.5% | +10.5% | -16.1% | -7.9% |
| 3M | 0.0% | +9.6% | -9.6% | -2.8% |
| 6M | +11.3% | +76.4% | -65.1% | -4.3% |
| YTD | -7.7% | +16.4% | -24.1% | -13.9% |
| 1Y | +17.5% | +9.3% | +8.2% | +10.8% |
| 3Y | -25.4% | +172.8% | -198.2% | -46.3% |
| 5Y | -46.0% | -53.4% | +7.4% | -51.7% |
| 10Y | +80.1% | +243.6% | -163.6% | -33.4% |
| All | +80.1% | +268.4% | -188.4% | -33.4% |
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