+472.1%
CLF vs WTW
+1,174.9%
-702.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.1% | +3.9% | +3.1% |
| 7D | +7.6% | -2.6% | +10.2% | +9.3% |
| 30D | -1.2% | -1.0% | -0.2% | -1.0% |
| 3M | -13.4% | +29.9% | -43.3% | -27.3% |
| 6M | +15.4% | +10.7% | +4.7% | +5.5% |
| YTD | -5.9% | +2.6% | -8.5% | -9.6% |
| 1Y | +18.8% | +2.8% | +16.1% | +13.1% |
| 3Y | -19.4% | +67.3% | -86.7% | -45.7% |
| 5Y | -47.7% | +56.6% | -104.4% | -63.2% |
| 10Y | +130.4% | +204.1% | -73.7% | +6.3% |
| All | +472.1% | +1,174.9% | -702.8% | +72.2% |
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