-34.0%
CLF vs WCN
+45.2%
-79.1%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.0% | +1.4% |
| 7D | -19.6% | +2.9% | -22.5% | -19.1% |
| 30D | -5.0% | +22.1% | -27.1% | -2.1% |
| 3M | -6.3% | +13.2% | -19.5% | -3.7% |
| 6M | +2.8% | +23.7% | -20.9% | +5.2% |
| YTD | -13.7% | +8.7% | -22.4% | -9.2% |
| 1Y | +13.6% | +15.3% | -1.8% | +18.4% |
| 3Y | -34.0% | +46.0% | -80.0% | -47.2% |
| All | -34.0% | +45.2% | -79.1% | -47.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling