+127.6%
CLF vs WY
+5.8%
+121.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.3% |
| 7D | -2.7% | -1.7% | -1.0% | -1.3% |
| 30D | -3.2% | -9.9% | +6.7% | +4.4% |
| 3M | -5.0% | -7.5% | +2.6% | -0.4% |
| 6M | +26.6% | -5.1% | +31.7% | +30.0% |
| YTD | -9.0% | -2.1% | -6.9% | -9.0% |
| 1Y | +11.8% | -7.3% | +19.2% | +15.4% |
| 3Y | -15.1% | -22.6% | +7.5% | -0.4% |
| 5Y | -48.2% | -19.8% | -28.4% | -40.4% |
| 10Y | +127.6% | +9.6% | +118.0% | +89.2% |
| All | +127.6% | +5.8% | +121.8% | +89.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling