+287.0%
CLF vs WAB
+4,103.0%
-3,816.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +0.6% |
| 7D | -19.6% | +1.4% | -21.0% | -20.1% |
| 30D | -5.0% | +0.4% | -5.4% | -5.0% |
| 3M | -6.3% | -3.8% | -2.5% | -3.9% |
| 6M | +2.8% | +5.1% | -2.3% | +0.2% |
| YTD | -13.7% | +33.3% | -47.0% | -26.9% |
| 1Y | +13.6% | +39.8% | -26.2% | -6.4% |
| 3Y | -34.0% | +161.1% | -195.0% | -61.8% |
| 5Y | -48.7% | +209.5% | -258.2% | -72.8% |
| 10Y | +113.4% | +293.8% | -180.4% | -0.5% |
| All | +287.0% | +4,103.0% | -3,816.1% | -9.7% |
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