+22.7%
CLF vs W
+210.4%
-187.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +2.0% |
| 7D | -19.6% | -3.6% | -16.0% | -19.1% |
| 30D | -5.0% | +7.0% | -11.9% | -6.7% |
| 3M | -6.3% | +7.4% | -13.7% | -8.4% |
| 6M | +2.8% | +69.3% | -66.5% | -10.4% |
| YTD | -13.7% | +11.3% | -25.0% | -18.6% |
| 1Y | +13.6% | +13.2% | +0.4% | +6.4% |
| 3Y | -34.0% | +142.0% | -176.0% | -50.7% |
| 5Y | -48.7% | -54.6% | +5.9% | -53.9% |
| 10Y | +113.4% | +243.7% | -130.3% | -0.3% |
| All | +22.7% | +210.4% | -187.7% | -38.5% |
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 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