+4.4%
CLF vs WPM
+5,967.5%
-5,963.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.8% | +2.3% |
| 7D | +7.6% | +1.1% | +6.5% | +7.0% |
| 30D | -1.2% | +26.4% | -27.5% | -12.3% |
| 3M | -13.4% | +20.8% | -34.2% | -21.6% |
| 6M | +15.4% | +1.1% | +14.3% | +12.7% |
| YTD | -5.9% | +32.5% | -38.3% | -20.0% |
| 1Y | +18.8% | +51.5% | -32.7% | -5.3% |
| 3Y | -19.4% | +267.0% | -286.4% | -59.5% |
| 5Y | -47.7% | +250.1% | -297.8% | -73.7% |
| 10Y | +130.4% | +540.4% | -410.0% | -27.8% |
| All | +4.4% | +5,967.5% | -5,963.2% | -90.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling