+696.9%
CLF vs WST
+12,330.1%
-11,633.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.1% |
| 7D | +7.6% | +0.7% | +6.8% | +7.3% |
| 30D | -1.2% | -3.1% | +2.0% | 0.0% |
| 3M | -13.4% | +7.2% | -20.6% | -16.5% |
| 6M | +15.4% | +36.8% | -21.4% | -0.1% |
| YTD | -5.9% | +23.8% | -29.7% | -15.5% |
| 1Y | +18.8% | +37.8% | -18.9% | +1.4% |
| 3Y | -19.4% | -15.9% | -3.5% | -25.6% |
| 5Y | -47.7% | -25.8% | -21.9% | -50.5% |
| 10Y | +130.4% | +319.6% | -189.2% | -11.3% |
| All | +696.9% | +12,330.1% | -11,633.3% | +12.6% |
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