+13.7%
CLF vs WSM
+14.3%
-0.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.8% |
| 7D | +6.5% | +2.6% | +3.9% | +4.9% |
| 30D | +0.2% | -9.5% | +9.8% | +6.2% |
| 3M | -3.1% | +12.9% | -16.0% | -10.8% |
| 6M | +25.0% | +23.0% | +2.0% | +9.0% |
| YTD | -7.5% | +28.9% | -36.4% | -20.3% |
| All | +13.7% | +14.3% | -0.6% | -2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling