+80.4%
CLF vs WU
-39.7%
+120.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | +0.1% |
| 7D | +16.0% | -5.3% | +21.2% | +19.3% |
| 30D | +1.6% | +9.0% | -7.4% | -4.8% |
| 3M | +6.7% | -3.6% | +10.2% | +6.6% |
| 6M | +21.1% | -19.4% | +40.5% | +30.6% |
| YTD | -1.6% | -21.7% | +20.1% | +7.7% |
| 1Y | +18.5% | -16.1% | +34.6% | +23.7% |
| 3Y | -21.0% | -24.1% | +3.1% | -15.9% |
| 5Y | -41.4% | -44.1% | +2.7% | -26.1% |
| All | +80.4% | -39.7% | +120.2% | +112.6% |
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