+20.2%
CLF vs WY
+0.3%
+19.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +5.6% | -14.8% | -10.3% |
| 7D | -7.9% | +13.3% | -21.2% | -10.9% |
| 30D | +5.2% | +17.6% | -12.4% | -0.3% |
| 3M | +4.3% | -15.0% | +19.3% | +14.4% |
| 6M | +25.3% | -5.9% | +31.2% | +30.5% |
| YTD | -3.3% | -5.7% | +2.4% | +2.0% |
| 1Y | +20.2% | -0.2% | +20.4% | +27.1% |
| All | +20.2% | +0.3% | +19.9% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 1y: compounded portfolio wealth divided by compounded WY 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…
1y analysis · Full analysis span regression · 6 months rolling