-47.8%
CLF vs WWD
+198.3%
-246.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.2% |
| 7D | +7.6% | +1.3% | +6.3% | +6.7% |
| 30D | -1.2% | -7.2% | +6.0% | +3.0% |
| 3M | -13.4% | -3.8% | -9.5% | -12.0% |
| 6M | +15.4% | -9.9% | +25.3% | +21.2% |
| YTD | -5.9% | +14.8% | -20.7% | -14.7% |
| 1Y | +18.8% | +42.1% | -23.3% | -6.0% |
| 3Y | -19.4% | +170.8% | -190.2% | -59.5% |
| All | -47.8% | +198.3% | -246.0% | -78.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling