+498.2%
CLF vs WTW
+1,156.4%
-658.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | +0.4% |
| 7D | +16.0% | -2.3% | +18.3% | +17.6% |
| 30D | +1.6% | +10.7% | -9.0% | -5.4% |
| 3M | +6.7% | -3.1% | +9.8% | +7.0% |
| 6M | +21.1% | +31.7% | -10.5% | -0.7% |
| YTD | -1.6% | +1.1% | -2.7% | -5.8% |
| 1Y | +18.5% | +4.1% | +14.4% | +11.2% |
| 3Y | -21.0% | +42.1% | -63.1% | -41.4% |
| 5Y | -41.4% | +52.2% | -93.6% | -58.4% |
| 10Y | +86.5% | +210.9% | -124.4% | -16.1% |
| All | +498.2% | +1,156.4% | -658.2% | +79.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling