+261.0%
CLF vs WWD
+13,645.4%
-13,384.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -6.0% | -6.2% | -8.8% |
| 7D | -21.0% | -2.6% | -18.4% | -19.7% |
| 30D | -8.0% | -7.7% | -0.3% | -3.4% |
| 3M | -10.9% | -17.7% | +6.8% | -0.3% |
| 6M | +5.8% | -15.9% | +21.7% | +16.5% |
| YTD | -15.1% | +1.8% | -16.9% | -17.1% |
| 1Y | +7.2% | +17.4% | -10.2% | -4.1% |
| 3Y | -34.2% | +137.1% | -171.3% | -61.9% |
| 5Y | -49.6% | +162.4% | -212.0% | -72.7% |
| 10Y | +109.9% | +452.5% | -342.6% | -25.2% |
| All | +261.0% | +13,645.4% | -13,384.5% | -33.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling