-47.8%
CLF vs WCN
+30.3%
-78.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.1% |
| 7D | +7.6% | -0.6% | +8.2% | +7.8% |
| 30D | -1.2% | +0.4% | -1.6% | -1.4% |
| 3M | -13.4% | +7.3% | -20.7% | -16.1% |
| 6M | +15.4% | -2.5% | +17.9% | +15.6% |
| YTD | -5.9% | -5.4% | -0.5% | -4.2% |
| 1Y | +18.8% | -8.5% | +27.3% | +22.5% |
| 3Y | -19.4% | +20.8% | -40.2% | -32.8% |
| All | -47.8% | +30.3% | -78.1% | -61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling