+630.6%
CLF vs WSM
+38,956.5%
-38,325.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.4% | +2.2% |
| 7D | -19.6% | +0.5% | -20.1% | -19.8% |
| 30D | -5.0% | +6.0% | -11.0% | -6.8% |
| 3M | -6.3% | +3.2% | -9.5% | -7.5% |
| 6M | +2.8% | +37.1% | -34.3% | -6.2% |
| YTD | -13.7% | +44.2% | -57.9% | -22.2% |
| 1Y | +13.6% | +34.2% | -20.6% | +4.3% |
| 3Y | -34.0% | +249.3% | -283.2% | -54.2% |
| 5Y | -48.7% | +169.3% | -218.0% | -63.0% |
| 10Y | +113.4% | +1,241.2% | -1,127.8% | -1.5% |
| All | +630.6% | +38,956.5% | -38,325.9% | +103.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling