+20.2%
CLF vs WM
+21.9%
-1.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +1.6% | -10.8% | -8.3% |
| 7D | -7.9% | +5.9% | -13.8% | -4.9% |
| 30D | +5.2% | +15.4% | -10.2% | +13.5% |
| 3M | +4.3% | +6.3% | -2.0% | +8.4% |
| 6M | +25.3% | +5.6% | +19.7% | +32.8% |
| YTD | -3.3% | +9.9% | -13.2% | +0.3% |
| 1Y | +20.2% | +20.8% | -0.6% | +24.3% |
| All | +20.2% | +21.9% | -1.7% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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