+74.6%
CLF vs WTW
+218.5%
-143.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.0% | -5.2% | -4.4% |
| 7D | +10.4% | +2.0% | +8.4% | +9.1% |
| 30D | +0.6% | +12.9% | -12.3% | -7.3% |
| 3M | +4.1% | +0.7% | +3.4% | +2.1% |
| 6M | +15.1% | +39.5% | -24.4% | -9.0% |
| YTD | -4.7% | +3.1% | -7.9% | -9.3% |
| 1Y | +20.4% | +4.8% | +15.6% | +13.3% |
| 3Y | -23.4% | +42.9% | -66.3% | -44.7% |
| 5Y | -43.3% | +55.3% | -98.5% | -61.9% |
| All | +74.6% | +218.5% | -143.9% | -14.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling