+718.5%
CLF vs WM
+28,817.6%
-28,099.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +1.6% | -10.8% | -9.7% |
| 7D | -7.9% | +5.9% | -13.8% | -9.5% |
| 30D | +5.2% | +15.4% | -10.2% | +0.5% |
| 3M | +4.3% | +6.3% | -2.0% | +1.9% |
| 6M | +25.3% | +5.6% | +19.7% | +21.9% |
| YTD | -3.3% | +9.9% | -13.2% | -7.4% |
| 1Y | +20.2% | +20.8% | -0.6% | +11.8% |
| 3Y | -25.0% | +48.5% | -73.5% | -35.5% |
| 5Y | -42.1% | +60.6% | -102.7% | -51.3% |
| 10Y | +139.1% | +349.8% | -210.6% | +52.5% |
| All | +718.5% | +28,817.6% | -28,099.1% | +246.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling