+116.3%
CLF vs WPM
+502.1%
-385.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | +6.5% | +7.0% | -0.5% | +4.4% |
| 30D | +0.2% | +15.7% | -15.5% | -4.3% |
| 3M | -3.1% | +35.2% | -38.3% | -11.8% |
| 6M | +25.0% | +6.1% | +18.9% | +21.6% |
| YTD | -7.5% | +32.6% | -40.0% | -15.7% |
| 1Y | +11.5% | +46.9% | -35.4% | -1.2% |
| 3Y | -13.7% | +276.3% | -290.0% | -41.3% |
| 5Y | -47.0% | +260.0% | -307.0% | -64.3% |
| 10Y | +116.3% | +508.5% | -392.2% | +51.1% |
| All | +116.3% | +502.1% | -385.7% | +51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 10y: compounded portfolio wealth divided by compounded WPM 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…
10y analysis · Full analysis span regression · 6 months rolling