-20.4%
CLF vs WAT
+86.6%
-107.0%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.1% | +2.6% |
| 7D | +2.3% | +0.7% | +1.6% | +2.2% |
| 30D | +1.9% | +9.0% | -7.0% | -2.2% |
| 3M | +5.9% | +13.5% | -7.6% | -0.6% |
| 6M | +16.9% | +35.3% | -18.4% | +0.7% |
| YTD | -1.1% | +24.0% | -25.0% | -11.0% |
| 1Y | +28.8% | +22.0% | +6.9% | +16.8% |
| All | -20.4% | +86.6% | -107.0% | -39.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling