+33.9%
CLF vs W
+176.2%
-142.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.5% | -0.7% | +1.2% |
| 7D | +7.6% | -4.2% | +11.7% | +8.5% |
| 30D | -1.2% | -7.6% | +6.4% | +0.3% |
| 3M | -13.4% | +37.2% | -50.5% | -20.4% |
| 6M | +15.4% | +26.3% | -10.9% | +7.4% |
| YTD | -5.9% | -1.0% | -4.9% | -8.4% |
| 1Y | +18.8% | +20.1% | -1.3% | +10.3% |
| 3Y | -19.4% | +37.8% | -57.2% | -32.7% |
| 5Y | -47.7% | -63.7% | +15.9% | -50.6% |
| 10Y | +130.4% | +156.3% | -26.0% | +14.2% |
| All | +33.9% | +176.2% | -142.3% | -30.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling