-13.3%
CLF vs WY
-21.8%
+8.5%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.3% |
| 7D | +7.6% | -1.7% | +9.3% | +8.7% |
| 30D | -1.2% | -10.1% | +8.9% | +5.3% |
| 3M | -13.4% | -5.1% | -8.2% | -11.2% |
| 6M | +15.4% | -4.8% | +20.2% | +18.0% |
| YTD | -5.9% | -0.2% | -5.6% | -6.8% |
| 1Y | +18.8% | -6.6% | +25.4% | +22.9% |
| All | -13.3% | -21.8% | +8.5% | +2.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling