+719.8%
CLF vs WSM
+40,107.9%
-39,388.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | 0.0% | +4.9% | +4.9% |
| 7D | -9.1% | +3.1% | -12.1% | -9.9% |
| 30D | -0.9% | +8.5% | -9.4% | -3.4% |
| 3M | +3.0% | +4.6% | -1.6% | +1.3% |
| 6M | +16.7% | +44.5% | -27.8% | +5.0% |
| YTD | -3.2% | +48.4% | -51.6% | -13.3% |
| 1Y | +24.6% | +36.2% | -11.6% | +14.0% |
| 3Y | -22.3% | +268.8% | -291.1% | -46.9% |
| 5Y | -41.2% | +185.2% | -226.4% | -58.1% |
| 10Y | +83.5% | +1,175.8% | -1,092.3% | -14.5% |
| All | +719.8% | +40,107.9% | -39,388.1% | +126.7% |
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