+141.9%
CLF vs WCN
+7,873.9%
-7,732.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.0% | +2.2% |
| 7D | -19.6% | +2.9% | -22.5% | -20.5% |
| 30D | -5.0% | +22.1% | -27.1% | -12.5% |
| 3M | -6.3% | +13.2% | -19.5% | -11.5% |
| 6M | +2.8% | +23.7% | -20.9% | -6.9% |
| YTD | -13.7% | +8.7% | -22.4% | -18.4% |
| 1Y | +13.6% | +15.3% | -1.8% | +5.1% |
| 3Y | -34.0% | +46.0% | -80.0% | -45.0% |
| 5Y | -48.7% | +45.9% | -94.7% | -57.3% |
| 10Y | +113.4% | +311.1% | -197.6% | +24.8% |
| All | +141.9% | +7,873.9% | -7,732.0% | -11.5% |
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