-47.8%
CLF vs WSM
+179.2%
-227.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.1% | -0.3% | +0.9% |
| 7D | +7.6% | -3.3% | +10.8% | +9.0% |
| 30D | -1.2% | -8.4% | +7.2% | +2.3% |
| 3M | -13.4% | +9.7% | -23.0% | -16.8% |
| 6M | +15.4% | +16.7% | -1.3% | +8.2% |
| YTD | -5.9% | +28.7% | -34.6% | -15.1% |
| 1Y | +18.8% | +13.7% | +5.2% | +12.1% |
| 3Y | -19.4% | +230.1% | -249.5% | -51.8% |
| All | -47.8% | +179.2% | -227.0% | -70.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling