-20.6%
CLF vs WU
-19.6%
-1.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.5% |
| 7D | +7.6% | -0.8% | +8.4% | +8.3% |
| 30D | -1.2% | -1.1% | -0.1% | -0.7% |
| 3M | -13.4% | -3.9% | -9.5% | -14.6% |
| 6M | +15.4% | -20.7% | +36.1% | +31.1% |
| YTD | -5.9% | -18.4% | +12.5% | +4.2% |
| 1Y | +18.8% | -8.1% | +26.9% | +17.1% |
| 3Y | -19.4% | -24.2% | +4.8% | -12.1% |
| 5Y | -47.7% | -50.4% | +2.7% | -23.6% |
| 10Y | +130.4% | -40.0% | +170.4% | +178.7% |
| All | -20.6% | -19.6% | -1.1% | -27.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling