+120.3%
CLF vs WTW
+197.9%
-77.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.5% |
| 7D | -3.7% | -7.8% | +4.1% | +1.1% |
| 30D | -4.7% | -7.9% | +3.2% | -0.2% |
| 3M | -4.7% | +19.9% | -24.6% | -16.1% |
| 6M | +24.0% | +9.8% | +14.2% | +13.8% |
| YTD | -10.9% | -3.3% | -7.6% | -10.8% |
| 1Y | +4.0% | -3.3% | +7.3% | +3.3% |
| 3Y | -16.9% | +61.5% | -78.5% | -45.4% |
| 5Y | -49.3% | +42.6% | -91.9% | -63.7% |
| All | +120.3% | +197.9% | -77.5% | +10.6% |
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