+96.4%
CLF vs WM
+348.7%
-252.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +1.2% | -13.4% | -12.8% |
| 7D | -21.0% | +4.5% | -25.5% | -22.9% |
| 30D | -8.0% | +16.1% | -24.1% | -15.7% |
| 3M | -10.9% | +8.0% | -18.9% | -15.4% |
| 6M | +5.8% | +8.4% | -2.6% | -0.9% |
| YTD | -15.1% | +11.2% | -26.4% | -22.6% |
| 1Y | +7.2% | +22.3% | -15.1% | -8.2% |
| 3Y | -34.2% | +50.2% | -84.4% | -54.6% |
| 5Y | -49.6% | +63.3% | -112.9% | -68.0% |
| All | +96.4% | +348.7% | -252.3% | -13.2% |
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