+21.1%
CLF vs WTW
+32.5%
-11.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -1.1% |
| 7D | +16.0% | -2.3% | +18.3% | +15.0% |
| 30D | +1.6% | +10.7% | -9.0% | +3.9% |
| 3M | +6.7% | -3.1% | +9.8% | +7.4% |
| 6M | +21.1% | +31.7% | -10.5% | +26.0% |
| All | +21.1% | +32.5% | -11.4% | +26.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling