-41.4%
CLF vs WEC
+55.1%
-96.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +16.0% | -0.7% | +16.7% | +16.2% |
| 30D | +1.6% | +11.0% | -9.3% | -1.5% |
| 3M | +6.7% | +8.6% | -1.9% | +4.0% |
| 6M | +21.1% | +6.2% | +15.0% | +18.9% |
| YTD | -1.6% | +14.3% | -15.9% | -6.0% |
| 1Y | +18.5% | +8.4% | +10.1% | +15.2% |
| 3Y | -21.0% | +62.9% | -83.9% | -34.9% |
| 5Y | -41.4% | +55.8% | -97.2% | -50.6% |
| All | -41.4% | +55.1% | -96.4% | -50.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling