-47.8%
CLF vs WEC
+31.0%
-78.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.0% |
| 7D | +7.6% | -0.3% | +7.8% | +7.6% |
| 30D | -1.2% | -1.3% | +0.1% | -0.9% |
| 3M | -13.4% | -3.9% | -9.4% | -12.5% |
| 6M | +15.4% | -8.3% | +23.7% | +17.9% |
| YTD | -5.9% | +3.1% | -8.9% | -7.0% |
| 1Y | +18.8% | +1.9% | +16.9% | +18.0% |
| 3Y | -19.4% | +41.9% | -61.3% | -28.6% |
| All | -47.8% | +31.0% | -78.8% | -51.7% |
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 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