+618.5%
CLF vs WST
+14,250.0%
-13,631.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -4.0% | -8.2% | -10.7% |
| 7D | -21.0% | -5.8% | -15.2% | -19.0% |
| 30D | -8.0% | +5.3% | -13.3% | -9.8% |
| 3M | -10.9% | +11.8% | -22.7% | -14.8% |
| 6M | +5.8% | +26.7% | -20.9% | -4.6% |
| YTD | -15.1% | +43.0% | -58.1% | -28.0% |
| 1Y | +7.2% | +38.9% | -31.6% | -8.1% |
| 3Y | -34.2% | +18.2% | -52.3% | -47.5% |
| 5Y | -49.6% | -1.5% | -48.1% | -57.6% |
| 10Y | +109.9% | +439.0% | -329.1% | -27.2% |
| All | +618.5% | +14,250.0% | -13,631.6% | -4.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling