+300.4%
CLF vs WWD
+15,408.5%
-15,108.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -14.5% |
| 1Y | +18.8% | +42.1% | -23.3% | -5.2% |
| 3Y | -19.4% | +170.8% | -190.2% | -56.9% |
| 5Y | -47.7% | +197.5% | -245.2% | -73.8% |
| 10Y | +130.4% | +477.8% | -347.4% | -20.2% |
| All | +300.4% | +15,408.5% | -15,108.2% | -31.6% |
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