-23.4%
CLF vs WU
-23.0%
-0.4%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.4% | -4.6% | -3.5% |
| 7D | +10.4% | -2.0% | +12.4% | +10.9% |
| 30D | +0.6% | +11.4% | -10.8% | -3.1% |
| 3M | +4.1% | -6.8% | +10.9% | +5.8% |
| 6M | +15.1% | -14.6% | +29.7% | +18.4% |
| YTD | -4.7% | -20.6% | +15.9% | +1.1% |
| 1Y | +20.4% | -15.4% | +35.7% | +24.2% |
| 3Y | -23.4% | -23.6% | +0.2% | -22.0% |
| All | -23.4% | -23.0% | -0.4% | -22.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling