+314.0%
CLF vs WAB
+4,319.4%
-4,005.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +5.1% | +1.8% | +3.9% |
| 7D | -14.1% | +4.0% | -18.1% | -15.8% |
| 30D | -5.5% | +4.5% | -10.0% | -7.8% |
| 3M | 0.0% | +2.3% | -2.3% | -1.0% |
| 6M | +11.3% | +12.5% | -1.2% | +4.2% |
| YTD | -7.7% | +40.2% | -47.9% | -24.1% |
| 1Y | +17.5% | +45.2% | -27.7% | -5.2% |
| 3Y | -25.4% | +171.8% | -197.2% | -57.9% |
| 5Y | -46.0% | +217.6% | -263.6% | -71.7% |
| 10Y | +80.1% | +285.3% | -205.2% | -15.6% |
| All | +314.0% | +4,319.4% | -4,005.4% | -6.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling