+20.2%
CLF vs WAB
+46.5%
-26.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +1.1% | -10.3% | -10.1% |
| 7D | -7.9% | +4.5% | -12.4% | -11.6% |
| 30D | +5.2% | +1.1% | +4.2% | +4.2% |
| 3M | +4.3% | -1.3% | +5.6% | +5.5% |
| 6M | +25.3% | +12.7% | +12.5% | +13.1% |
| YTD | -3.3% | +38.7% | -42.0% | -31.2% |
| 1Y | +20.2% | +44.9% | -24.7% | -17.3% |
| All | +20.2% | +46.5% | -26.3% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling