+83.5%
CLF vs WST
+446.4%
-362.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.1% | +5.0% | +4.9% |
| 7D | -9.1% | +1.4% | -10.4% | -9.2% |
| 30D | -0.9% | +12.7% | -13.6% | -3.7% |
| 3M | +3.0% | +17.2% | -14.2% | -0.9% |
| 6M | +16.7% | +26.7% | -10.0% | +9.6% |
| YTD | -3.2% | +50.3% | -53.5% | -13.6% |
| 1Y | +24.6% | +50.2% | -25.6% | +11.1% |
| 3Y | -22.3% | +21.7% | -44.0% | -32.9% |
| 5Y | -41.2% | +2.0% | -43.2% | -47.7% |
| 10Y | +83.5% | +451.1% | -367.6% | -3.0% |
| All | +83.5% | +446.4% | -362.8% | -3.0% |
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