+116.3%
CLF vs WU
-41.4%
+157.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.8% | -0.2% |
| 7D | +6.5% | -0.8% | +7.3% | +7.1% |
| 30D | +0.2% | -1.1% | +1.4% | +0.6% |
| 3M | -3.1% | -1.8% | -1.3% | -5.4% |
| 6M | +25.0% | -23.9% | +48.9% | +42.3% |
| YTD | -7.5% | -20.4% | +13.0% | +2.2% |
| 1Y | +11.5% | -10.6% | +22.1% | +12.5% |
| 3Y | -13.7% | -27.7% | +14.0% | -3.7% |
| 5Y | -47.0% | -51.1% | +4.1% | -24.3% |
| 10Y | +116.3% | -40.7% | +157.0% | +180.8% |
| All | +116.3% | -41.4% | +157.7% | +180.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 10y: compounded portfolio wealth divided by compounded WU 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…
10y analysis · Full analysis span regression · 6 months rolling