+266.6%
CLF vs WCC
+1,713.7%
-1,447.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.9% | -2.1% | -0.1% |
| 7D | +7.6% | +4.5% | +3.1% | +5.2% |
| 30D | -1.2% | -5.8% | +4.6% | +1.7% |
| 3M | -13.4% | -3.7% | -9.7% | -12.5% |
| 6M | +15.4% | +23.1% | -7.6% | +2.4% |
| YTD | -5.9% | +44.2% | -50.0% | -22.7% |
| 1Y | +18.8% | +62.1% | -43.3% | -8.9% |
| 3Y | -19.4% | +121.1% | -140.5% | -49.5% |
| 5Y | -47.7% | +214.0% | -261.7% | -73.5% |
| 10Y | +130.4% | +472.8% | -342.4% | -15.1% |
| All | +266.6% | +1,713.7% | -1,447.2% | -8.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling