-47.8%
CLF vs WM
+52.1%
-99.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.0% |
| 7D | +7.6% | -0.3% | +7.9% | +7.6% |
| 30D | -1.2% | -2.4% | +1.2% | -0.8% |
| 3M | -13.4% | +0.4% | -13.8% | -13.9% |
| 6M | +15.4% | -9.5% | +24.9% | +18.1% |
| YTD | -5.9% | +0.5% | -6.4% | -7.3% |
| 1Y | +18.8% | -1.1% | +19.9% | +17.5% |
| 3Y | -19.4% | +46.0% | -65.4% | -39.5% |
| All | -47.8% | +52.1% | -99.9% | -63.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling