+2.3%
CLF vs WETO
-98.9%
+101.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.4% | +7.4% | +1.9% |
| 7D | -3.5% | -4.3% | +0.8% | -3.5% |
| 30D | -1.6% | -39.9% | +38.4% | -0.6% |
| 3M | -12.0% | -97.9% | +85.9% | -8.3% |
| 6M | +30.0% | -95.0% | +125.0% | +26.6% |
| YTD | -9.2% | -97.2% | +88.0% | -7.1% |
| 1Y | +2.3% | -98.9% | +101.2% | +10.2% |
| All | +2.3% | -98.9% | +101.2% | +10.2% |
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