+163.9%
CLF vs WCN
+6,839.3%
-6,675.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.2% |
| 7D | +7.6% | -0.6% | +8.2% | +7.8% |
| 30D | -1.2% | +0.4% | -1.6% | -1.5% |
| 3M | -13.4% | +7.3% | -20.7% | -16.3% |
| 6M | +15.4% | -2.5% | +17.9% | +14.6% |
| YTD | -5.9% | -5.4% | -0.5% | -5.4% |
| 1Y | +18.8% | -8.5% | +27.3% | +20.6% |
| 3Y | -19.4% | +20.8% | -40.2% | -27.4% |
| 5Y | -47.7% | +30.0% | -77.7% | -54.2% |
| 10Y | +130.4% | +238.4% | -108.0% | +46.3% |
| All | +163.9% | +6,839.3% | -6,675.4% | +2.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling