-20.8%
CLF vs WTW
+41.9%
-62.7%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.4% |
| 7D | +16.0% | -2.3% | +18.3% | +16.2% |
| 30D | +1.6% | +10.7% | -9.0% | -0.1% |
| 3M | +6.7% | -3.1% | +9.8% | +7.2% |
| 6M | +21.1% | +31.7% | -10.5% | +13.7% |
| YTD | -1.6% | +1.1% | -2.7% | +0.1% |
| 1Y | +18.5% | +4.1% | +14.4% | +20.0% |
| All | -20.8% | +41.9% | -62.7% | -24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling