+74.6%
CLF vs WY
+5.0%
+69.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.7% | -4.9% | -4.5% |
| 7D | +10.4% | -0.8% | +11.2% | +10.9% |
| 30D | +0.6% | +10.1% | -9.5% | -8.5% |
| 3M | +4.1% | -15.4% | +19.5% | +15.2% |
| 6M | +15.1% | -8.3% | +23.4% | +18.9% |
| YTD | -4.7% | -9.8% | +5.1% | -0.8% |
| 1Y | +20.4% | -3.9% | +24.2% | +18.8% |
| 3Y | -23.4% | -23.3% | -0.1% | -11.7% |
| 5Y | -43.3% | -31.2% | -12.1% | -27.9% |
| All | +74.6% | +5.0% | +69.6% | +48.2% |
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