+87.5%
CLF vs WEC
+190.8%
-103.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.1% |
| 7D | +2.3% | -0.5% | +2.9% | +2.4% |
| 30D | +1.9% | +12.0% | -10.0% | -0.6% |
| 3M | +5.9% | +11.1% | -5.2% | +3.3% |
| 6M | +16.9% | +6.0% | +10.9% | +15.2% |
| YTD | -1.1% | +14.3% | -15.3% | -4.3% |
| 1Y | +28.8% | +8.0% | +20.8% | +26.2% |
| 3Y | -20.6% | +62.8% | -83.5% | -29.7% |
| 5Y | -41.5% | +55.3% | -96.8% | -47.4% |
| 10Y | +87.5% | +193.2% | -105.6% | +124.7% |
| All | +87.5% | +190.8% | -103.3% | +124.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 10y: compounded portfolio wealth divided by compounded WEC 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…
10y analysis · Full analysis span regression · 6 months rolling