+80.4%
CLF vs WST
+449.7%
-369.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.4% |
| 7D | +16.0% | +4.9% | +11.1% | +14.7% |
| 30D | +1.6% | +10.7% | -9.1% | -0.8% |
| 3M | +6.7% | +16.8% | -10.1% | +2.8% |
| 6M | +21.1% | +32.0% | -10.8% | +12.5% |
| YTD | -1.6% | +49.9% | -51.5% | -12.2% |
| 1Y | +18.5% | +50.6% | -32.1% | +5.6% |
| 3Y | -21.0% | +21.4% | -42.5% | -31.8% |
| 5Y | -41.4% | -0.6% | -40.8% | -47.4% |
| All | +80.4% | +449.7% | -369.3% | -6.3% |
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