-35.1%
CLF vs WM
+50.2%
-85.3%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +1.2% | -13.4% | -11.9% |
| 7D | -21.0% | +4.5% | -25.5% | -20.1% |
| 30D | -8.0% | +16.1% | -24.1% | -5.0% |
| 3M | -10.9% | +8.0% | -18.9% | -9.1% |
| 6M | +5.8% | +8.4% | -2.6% | +8.6% |
| YTD | -15.1% | +11.2% | -26.4% | -13.1% |
| 1Y | +7.2% | +22.3% | -15.1% | +9.9% |
| All | -35.1% | +50.2% | -85.3% | -47.7% |
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