+18.8%
CLF vs WETO
-98.9%
+117.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -20.8% | +22.6% | +1.7% |
| 7D | +7.6% | -55.4% | +63.0% | +7.4% |
| 30D | -1.2% | -48.5% | +47.3% | -0.3% |
| 3M | -13.4% | -97.5% | +84.1% | -10.2% |
| 6M | +15.4% | -94.2% | +109.6% | +10.5% |
| YTD | -5.9% | -97.0% | +91.2% | -3.5% |
| 1Y | +18.8% | -98.9% | +117.7% | +30.3% |
| All | +18.8% | -98.9% | +117.7% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 1y: compounded portfolio wealth divided by compounded WETO 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…
1y analysis · Full analysis span regression · 6 months rolling