-13.3%
CLF vs WSM
+238.8%
-252.1%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.1% | -0.3% | +1.0% |
| 7D | +7.6% | -3.3% | +10.8% | +8.9% |
| 30D | -1.2% | -8.4% | +7.2% | +2.3% |
| 3M | -13.4% | +9.7% | -23.0% | -16.7% |
| 6M | +15.4% | +16.7% | -1.3% | +8.3% |
| YTD | -5.9% | +28.7% | -34.6% | -14.7% |
| 1Y | +18.8% | +13.7% | +5.2% | +12.2% |
| All | -13.3% | +238.8% | -252.1% | -37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling