+158.8%
CLF vs WCN
+7,914.0%
-7,755.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.5% | +6.5% | +6.8% |
| 7D | -14.1% | +1.2% | -15.3% | -14.6% |
| 30D | -5.5% | +24.6% | -30.1% | -13.6% |
| 3M | 0.0% | +14.2% | -14.2% | -5.8% |
| 6M | +11.3% | +25.7% | -14.4% | +0.2% |
| YTD | -7.7% | +9.3% | -17.0% | -12.9% |
| 1Y | +17.5% | +15.3% | +2.2% | +8.7% |
| 3Y | -25.4% | +48.6% | -74.0% | -38.3% |
| 5Y | -46.0% | +46.9% | -92.9% | -55.1% |
| 10Y | +80.1% | +298.1% | -218.1% | +6.4% |
| All | +158.8% | +7,914.0% | -7,755.1% | -5.5% |
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 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