-34.0%
CLF vs WM
+47.1%
-81.1%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.8% | +1.2% |
| 7D | -19.6% | +1.2% | -20.8% | -19.3% |
| 30D | -5.0% | +13.1% | -18.1% | -2.4% |
| 3M | -6.3% | +3.6% | -9.9% | -5.2% |
| 6M | +2.8% | +8.1% | -5.3% | +5.1% |
| YTD | -13.7% | +8.9% | -22.6% | -12.0% |
| 1Y | +13.6% | +20.3% | -6.8% | +15.8% |
| 3Y | -34.0% | +46.2% | -80.2% | -47.1% |
| All | -34.0% | +47.1% | -81.1% | -47.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling