+123.7%
CLF vs WST
+322.7%
-198.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.0% |
| 7D | +7.6% | +0.7% | +6.8% | +7.4% |
| 30D | -1.2% | -3.1% | +2.0% | -0.5% |
| 3M | -13.4% | +7.2% | -20.6% | -15.3% |
| 6M | +15.4% | +36.8% | -21.4% | +5.3% |
| YTD | -5.9% | +23.8% | -29.7% | -12.0% |
| 1Y | +18.8% | +37.8% | -18.9% | +7.6% |
| 3Y | -19.4% | -15.9% | -3.5% | -21.8% |
| 5Y | -47.7% | -25.8% | -21.9% | -49.2% |
| All | +123.7% | +322.7% | -198.9% | +24.4% |
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