+11.8%
CLF vs WU
-11.2%
+23.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.8% | -1.5% |
| 7D | -2.7% | -4.9% | +2.3% | -1.9% |
| 30D | -3.2% | -1.3% | -1.9% | -3.1% |
| 3M | -5.0% | -3.6% | -1.4% | -6.8% |
| 6M | +26.6% | -24.3% | +50.9% | +30.5% |
| YTD | -9.0% | -21.1% | +12.1% | -5.3% |
| 1Y | +11.8% | -10.3% | +22.2% | +16.5% |
| All | +11.8% | -11.2% | +23.1% | +16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling