+618.5%
CLF vs WM
+29,154.7%
-28,536.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +1.2% | -13.4% | -12.6% |
| 7D | -21.0% | +4.5% | -25.5% | -22.1% |
| 30D | -8.0% | +16.1% | -24.1% | -12.4% |
| 3M | -10.9% | +8.0% | -18.9% | -13.4% |
| 6M | +5.8% | +8.4% | -2.6% | +2.1% |
| YTD | -15.1% | +11.2% | -26.4% | -19.1% |
| 1Y | +7.2% | +22.3% | -15.1% | -0.7% |
| 3Y | -34.2% | +50.2% | -84.4% | -43.6% |
| 5Y | -49.6% | +63.3% | -112.9% | -57.9% |
| 10Y | +109.9% | +355.0% | -245.1% | +33.3% |
| All | +618.5% | +29,154.7% | -28,536.3% | +202.6% |
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