+80.1%
CLF vs WCC
+492.1%
-412.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +8.1% | -1.1% | +1.9% |
| 7D | -14.1% | -5.7% | -8.4% | -10.7% |
| 30D | -5.5% | -13.5% | +7.9% | +3.1% |
| 3M | 0.0% | -12.9% | +12.9% | +8.1% |
| 6M | +11.3% | -10.7% | +21.9% | +17.2% |
| YTD | -7.7% | +30.0% | -37.7% | -24.1% |
| 1Y | +17.5% | +24.7% | -7.2% | -0.9% |
| 3Y | -25.4% | +136.6% | -162.0% | -61.8% |
| 5Y | -46.0% | +143.9% | -189.9% | -75.1% |
| 10Y | +80.1% | +465.9% | -385.9% | -56.8% |
| All | +80.1% | +492.1% | -412.0% | -56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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