-34.0%
CLF vs WCC
+110.7%
-144.7%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | +0.5% |
| 7D | -19.6% | -14.7% | -4.9% | -12.3% |
| 30D | -5.0% | -20.1% | +15.1% | +6.9% |
| 3M | -6.3% | -21.2% | +14.9% | +5.8% |
| 6M | +2.8% | -19.2% | +21.9% | +13.9% |
| YTD | -13.7% | +20.2% | -33.9% | -23.3% |
| 1Y | +13.6% | +14.5% | -0.9% | +3.7% |
| 3Y | -34.0% | +115.1% | -149.1% | -61.0% |
| All | -34.0% | +110.7% | -144.7% | -61.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling