+74.6%
CLF vs WSM
+1,131.4%
-1,056.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.7% | -3.8% |
| 7D | +10.4% | 0.0% | +10.4% | +10.4% |
| 30D | +0.6% | +5.1% | -4.5% | -2.2% |
| 3M | +4.1% | +5.1% | -1.0% | +1.2% |
| 6M | +15.1% | +48.6% | -33.5% | -3.4% |
| YTD | -4.7% | +44.2% | -48.9% | -19.0% |
| 1Y | +20.4% | +38.1% | -17.7% | +3.9% |
| 3Y | -23.4% | +257.2% | -280.6% | -57.8% |
| 5Y | -43.3% | +165.1% | -208.4% | -66.4% |
| All | +74.6% | +1,131.4% | -1,056.7% | -53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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