+80.1%
CLF vs WST
+466.7%
-386.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +3.3% | +3.7% | +6.2% |
| 7D | -14.1% | +1.3% | -15.4% | -14.2% |
| 30D | -5.5% | +12.9% | -18.4% | -8.2% |
| 3M | 0.0% | +16.7% | -16.7% | -3.7% |
| 6M | +11.3% | +26.8% | -15.6% | +4.4% |
| YTD | -7.7% | +50.5% | -58.2% | -17.7% |
| 1Y | +17.5% | +52.9% | -35.3% | +4.3% |
| 3Y | -25.4% | +23.9% | -49.3% | -36.1% |
| 5Y | -46.0% | +1.0% | -47.0% | -51.8% |
| 10Y | +80.1% | +451.4% | -371.3% | -3.6% |
| All | +80.1% | +466.7% | -386.7% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 10y: compounded portfolio wealth divided by compounded WST 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…
10y analysis · Full analysis span regression · 6 months rolling