-47.8%
CLF vs WING
-34.0%
-13.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.0% |
| 7D | +7.6% | -3.9% | +11.4% | +8.4% |
| 30D | -1.2% | -11.6% | +10.4% | +0.7% |
| 3M | -13.4% | -24.2% | +10.8% | -9.5% |
| 6M | +15.4% | -54.1% | +69.5% | +32.7% |
| YTD | -5.9% | -53.9% | +48.0% | +7.0% |
| 1Y | +18.8% | -64.4% | +83.2% | +41.9% |
| 3Y | -19.4% | -30.2% | +10.8% | -24.4% |
| All | -47.8% | -34.0% | -13.8% | -54.1% |
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 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