+20.2%
CLF vs WWD
+27.2%
-7.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -1.9% | -7.3% | -8.2% |
| 7D | -7.9% | +7.3% | -15.2% | -11.3% |
| 30D | +5.2% | -2.0% | +7.2% | +6.4% |
| 3M | +4.3% | -12.6% | +16.9% | +11.6% |
| 6M | +25.3% | -8.4% | +33.7% | +31.0% |
| YTD | -3.3% | +8.2% | -11.5% | -3.4% |
| 1Y | +20.2% | +26.5% | -6.3% | +14.4% |
| All | +20.2% | +27.2% | -7.0% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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