+18.8%
CLF vs WTW
+3.0%
+15.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.1% | +3.9% | +2.1% |
| 7D | +7.6% | -2.6% | +10.2% | +8.0% |
| 30D | -1.2% | -1.0% | -0.2% | -1.1% |
| 3M | -13.4% | +29.9% | -43.3% | -18.2% |
| 6M | +15.4% | +10.7% | +4.7% | +15.4% |
| YTD | -5.9% | +2.6% | -8.5% | +0.3% |
| 1Y | +18.8% | +2.8% | +16.1% | +25.9% |
| All | +18.8% | +3.0% | +15.8% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 1y: compounded portfolio wealth divided by compounded WTW 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…
1y analysis · Full analysis span regression · 6 months rolling