+126.4%
CLF vs WM
+306.5%
-180.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.5% |
| 7D | +7.6% | -0.3% | +7.9% | +7.7% |
| 30D | -1.2% | -2.4% | +1.2% | -0.1% |
| 3M | -13.4% | +0.4% | -13.8% | -14.6% |
| 6M | +15.4% | -9.5% | +24.9% | +20.1% |
| YTD | -5.9% | +0.5% | -6.4% | -8.8% |
| 1Y | +18.8% | -1.1% | +19.9% | +15.4% |
| 3Y | -19.4% | +46.0% | -65.4% | -45.0% |
| 5Y | -47.7% | +51.8% | -99.5% | -66.1% |
| All | +126.4% | +306.5% | -180.1% | -43.3% |
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 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