-41.4%
CLF vs WTW
+51.8%
-93.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | +0.1% |
| 7D | +16.0% | -2.3% | +18.3% | +17.0% |
| 30D | +1.6% | +10.7% | -9.0% | -3.5% |
| 3M | +6.7% | -3.1% | +9.8% | +7.3% |
| 6M | +21.1% | +31.7% | -10.5% | +3.6% |
| YTD | -1.6% | +1.1% | -2.7% | -2.7% |
| 1Y | +18.5% | +4.1% | +14.4% | +15.1% |
| 3Y | -21.0% | +42.1% | -63.1% | -41.6% |
| 5Y | -41.4% | +52.2% | -93.6% | -62.3% |
| All | -41.4% | +51.8% | -93.2% | -62.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling