+116.3%
CLF vs WCN
+239.1%
-122.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.6% | -1.1% |
| 7D | +6.5% | -0.4% | +6.9% | +6.7% |
| 30D | +0.2% | -2.1% | +2.4% | +1.3% |
| 3M | -3.1% | +6.4% | -9.4% | -8.0% |
| 6M | +25.0% | -3.7% | +28.7% | +24.7% |
| YTD | -7.5% | -6.4% | -1.1% | -5.9% |
| 1Y | +11.5% | -7.9% | +19.5% | +14.1% |
| 3Y | -13.7% | +20.8% | -34.5% | -31.5% |
| 5Y | -47.0% | +29.0% | -76.0% | -60.8% |
| 10Y | +116.3% | +236.4% | -120.0% | -30.3% |
| All | +116.3% | +239.1% | -122.8% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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