-47.8%
CLF vs WPM
+254.8%
-302.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.8% | +2.2% |
| 7D | +7.6% | +1.1% | +6.5% | +7.0% |
| 30D | -1.2% | +26.4% | -27.5% | -11.1% |
| 3M | -13.4% | +20.8% | -34.2% | -20.8% |
| 6M | +15.4% | +1.1% | +14.3% | +12.9% |
| YTD | -5.9% | +32.5% | -38.3% | -18.4% |
| 1Y | +18.8% | +51.5% | -32.7% | -2.5% |
| 3Y | -19.4% | +267.0% | -286.4% | -57.0% |
| All | -47.8% | +254.8% | -302.6% | -75.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling