-23.4%
CLF vs WWD
+148.2%
-171.5%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -2.9% |
| 7D | +10.4% | +4.0% | +6.4% | +8.2% |
| 30D | +0.6% | +0.4% | +0.2% | +0.6% |
| 3M | +4.1% | -7.9% | +12.0% | +8.9% |
| 6M | +15.1% | -10.6% | +25.7% | +21.7% |
| YTD | -4.7% | +9.4% | -14.1% | -9.2% |
| 1Y | +20.4% | +25.7% | -5.4% | +6.3% |
| 3Y | -23.4% | +148.5% | -171.9% | -48.2% |
| All | -23.4% | +148.2% | -171.5% | -48.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling