+74.6%
CLF vs WCN
+322.1%
-247.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | +10.4% | +2.6% | +7.8% | +9.0% |
| 30D | +0.6% | +23.9% | -23.4% | -11.0% |
| 3M | +4.1% | +17.4% | -13.3% | -5.5% |
| 6M | +15.1% | +28.0% | -12.9% | -2.2% |
| YTD | -4.7% | +11.6% | -16.3% | -12.6% |
| 1Y | +20.4% | +16.9% | +3.5% | +7.0% |
| 3Y | -23.4% | +51.6% | -75.0% | -46.6% |
| 5Y | -43.3% | +48.0% | -91.2% | -60.4% |
| All | +74.6% | +322.1% | -247.4% | -28.9% |
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