+18.8%
CLF vs WAB
+45.2%
-26.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +5.1% | +1.8% | +2.1% |
| 7D | -14.1% | +4.0% | -18.1% | -16.8% |
| 30D | -5.5% | +4.5% | -10.0% | -8.9% |
| 3M | 0.0% | +2.3% | -2.3% | -1.7% |
| 6M | +11.3% | +12.5% | -1.2% | +0.9% |
| YTD | -7.7% | +40.2% | -47.9% | -34.7% |
| All | +18.8% | +45.2% | -26.4% | -16.6% |
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