+80.1%
CLF vs WAT
+232.2%
-152.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +4.2% | +2.8% | +4.6% |
| 7D | -14.1% | +6.0% | -20.1% | -16.7% |
| 30D | -5.5% | +9.9% | -15.4% | -10.5% |
| 3M | 0.0% | +17.2% | -17.2% | -8.9% |
| 6M | +11.3% | +34.2% | -23.0% | -6.5% |
| YTD | -7.7% | +25.5% | -33.2% | -19.7% |
| 1Y | +17.5% | +28.3% | -10.7% | +1.0% |
| 3Y | -25.4% | +88.4% | -113.8% | -51.6% |
| 5Y | -46.0% | +36.1% | -82.1% | -58.2% |
| 10Y | +80.1% | +234.8% | -154.7% | +0.3% |
| All | +80.1% | +232.2% | -152.1% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 10y: compounded portfolio wealth divided by compounded WAT 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…
10y analysis · Full analysis span regression · 6 months rolling