-41.4%
CLF vs W
-54.3%
+12.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.0% | 0.0% |
| 7D | +16.0% | -1.7% | +17.6% | +16.4% |
| 30D | +1.6% | +3.2% | -1.6% | +0.5% |
| 3M | +6.7% | +8.3% | -1.6% | +4.0% |
| 6M | +21.1% | +84.3% | -63.2% | +2.9% |
| YTD | -1.6% | +11.0% | -12.6% | -7.5% |
| 1Y | +18.5% | -0.2% | +18.7% | +13.7% |
| 3Y | -21.0% | +157.9% | -179.0% | -42.4% |
| 5Y | -41.4% | -56.8% | +15.4% | -50.5% |
| All | -41.4% | -54.3% | +12.9% | -50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling