+99.7%
CLF vs WM
+339.4%
-239.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.8% | +2.7% |
| 7D | -19.6% | +1.2% | -20.8% | -20.3% |
| 30D | -5.0% | +13.1% | -18.1% | -11.8% |
| 3M | -6.3% | +3.6% | -9.9% | -9.0% |
| 6M | +2.8% | +8.1% | -5.3% | -3.7% |
| YTD | -13.7% | +8.9% | -22.6% | -20.5% |
| 1Y | +13.6% | +20.3% | -6.8% | -2.1% |
| 3Y | -34.0% | +46.2% | -80.2% | -53.7% |
| 5Y | -48.7% | +59.9% | -108.6% | -67.1% |
| All | +99.7% | +339.4% | -239.7% | -10.8% |
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