+99.7%
CLF vs WAT
+227.3%
-127.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.1% |
| 7D | -19.6% | -1.1% | -18.5% | -19.1% |
| 30D | -5.0% | +5.0% | -9.9% | -7.7% |
| 3M | -6.3% | +14.5% | -20.8% | -13.6% |
| 6M | +2.8% | +30.9% | -28.1% | -12.5% |
| YTD | -13.7% | +20.5% | -34.2% | -23.3% |
| 1Y | +13.6% | +23.3% | -9.7% | -0.4% |
| 3Y | -34.0% | +81.5% | -115.5% | -56.4% |
| 5Y | -48.7% | +33.4% | -82.1% | -60.1% |
| All | +99.7% | +227.3% | -127.6% | +10.9% |
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