+4.0%
CLF vs WTW
-2.8%
+6.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.2% |
| 7D | -3.7% | -7.8% | +4.1% | -2.4% |
| 30D | -4.7% | -7.9% | +3.2% | -3.4% |
| 3M | -4.7% | +19.9% | -24.6% | -8.6% |
| 6M | +24.0% | +9.8% | +14.2% | +22.1% |
| YTD | -10.9% | -3.3% | -7.6% | -4.1% |
| 1Y | +4.0% | -3.3% | +7.3% | +15.0% |
| All | +4.0% | -2.8% | +6.9% | +15.0% |
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