-49.3%
CLF vs WTW
+42.3%
-91.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.4% |
| 7D | -3.7% | -7.8% | +4.1% | 0.0% |
| 30D | -4.7% | -7.9% | +3.2% | -1.2% |
| 3M | -4.7% | +19.9% | -24.6% | -13.9% |
| 6M | +24.0% | +9.8% | +14.2% | +16.2% |
| YTD | -10.9% | -3.3% | -7.6% | -9.6% |
| 1Y | +4.0% | -3.3% | +7.3% | +4.8% |
| 3Y | -16.9% | +61.5% | -78.5% | -45.5% |
| 5Y | -49.3% | +42.6% | -91.9% | -66.3% |
| All | -49.3% | +42.3% | -91.6% | -66.3% |
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