-51.4%
CLF vs WST
-0.1%
-51.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.3% |
| 7D | -19.6% | -3.1% | -16.5% | -19.0% |
| 30D | -5.0% | +9.1% | -14.1% | -6.4% |
| 3M | -6.3% | +14.7% | -21.0% | -8.6% |
| 6M | +2.8% | +28.0% | -25.2% | -2.4% |
| YTD | -13.7% | +45.6% | -59.4% | -20.6% |
| 1Y | +13.6% | +45.7% | -32.1% | +4.4% |
| 3Y | -34.0% | +21.1% | -55.1% | -42.3% |
| All | -51.4% | -0.1% | -51.3% | -56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling