-47.8%
CLF vs WST
-25.7%
-22.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +1.9% |
| 7D | +7.6% | +0.7% | +6.8% | +7.4% |
| 30D | -1.2% | -3.1% | +2.0% | -0.7% |
| 3M | -13.4% | +7.2% | -20.6% | -14.9% |
| 6M | +15.4% | +36.8% | -21.4% | +7.4% |
| YTD | -5.9% | +23.8% | -29.7% | -10.7% |
| 1Y | +18.8% | +37.8% | -18.9% | +9.9% |
| 3Y | -19.4% | -15.9% | -3.5% | -20.1% |
| All | -47.8% | -25.7% | -22.1% | -51.8% |
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