+116.3%
CLF vs WWD
+476.2%
-359.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -0.3% |
| 7D | +6.5% | +0.8% | +5.7% | +5.9% |
| 30D | +0.2% | -6.4% | +6.7% | +4.7% |
| 3M | -3.1% | -5.6% | +2.5% | -0.1% |
| 6M | +25.0% | -9.1% | +34.1% | +31.2% |
| YTD | -7.5% | +12.5% | -20.0% | -17.0% |
| 1Y | +11.5% | +41.3% | -29.8% | -15.8% |
| 3Y | -13.7% | +170.2% | -183.9% | -61.3% |
| 5Y | -47.0% | +192.5% | -239.5% | -78.3% |
| 10Y | +116.3% | +476.9% | -360.6% | -55.8% |
| All | +116.3% | +476.2% | -359.9% | -55.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling