-41.8%
CLF vs WING
+0.4%
-42.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | +10.4% | -2.5% | +12.9% | +10.8% |
| 30D | +0.6% | +29.5% | -29.0% | -4.4% |
| 3M | +4.1% | +40.2% | -36.1% | -3.3% |
| 6M | +15.1% | +32.7% | -17.6% | +7.1% |
| YTD | -4.7% | -32.8% | +28.1% | +0.3% |
| 1Y | +20.4% | -31.7% | +52.1% | +25.9% |
| 3Y | -23.4% | -24.7% | +1.3% | -27.7% |
| All | -41.8% | +0.4% | -42.2% | -53.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling