+74.6%
CLF vs WM
+330.8%
-256.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.2% |
| 7D | +10.4% | +3.2% | +7.2% | +8.7% |
| 30D | +0.6% | +13.0% | -12.5% | -6.4% |
| 3M | +4.1% | +9.2% | -5.1% | -1.6% |
| 6M | +15.1% | +13.6% | +1.5% | +5.2% |
| YTD | -4.7% | +12.4% | -17.1% | -13.6% |
| 1Y | +20.4% | +21.2% | -0.9% | +3.9% |
| 3Y | -23.4% | +48.7% | -72.1% | -46.4% |
| 5Y | -43.3% | +61.9% | -105.2% | -63.4% |
| All | +74.6% | +330.8% | -256.1% | -15.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling