-51.4%
CLF vs WSM
+168.7%
-220.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.4% | +2.4% |
| 7D | -19.6% | +0.5% | -20.1% | -19.9% |
| 30D | -5.0% | +6.0% | -11.0% | -7.8% |
| 3M | -6.3% | +3.2% | -9.5% | -8.2% |
| 6M | +2.8% | +37.1% | -34.3% | -10.6% |
| YTD | -13.7% | +44.2% | -57.9% | -26.3% |
| 1Y | +13.6% | +34.2% | -20.6% | -0.3% |
| 3Y | -34.0% | +249.3% | -283.2% | -62.0% |
| All | -51.4% | +168.7% | -220.1% | -72.3% |
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