+18.8%
CLF vs WING
-25.3%
+44.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +8.4% | -1.4% | +6.4% |
| 7D | -14.1% | +8.6% | -22.6% | -14.6% |
| 30D | -5.5% | +44.8% | -50.3% | -7.9% |
| 3M | 0.0% | +51.9% | -51.9% | -3.0% |
| 6M | +11.3% | +37.2% | -26.0% | +9.3% |
| YTD | -7.7% | -25.3% | +17.6% | -2.8% |
| All | +18.8% | -25.3% | +44.1% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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