-1.4%
CLX vs WAT
+156.2%
-157.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.6% | -2.2% |
| 7D | -4.9% | -1.8% | -3.1% | -4.7% |
| 30D | -15.8% | -1.7% | -14.1% | -15.6% |
| 3M | -7.9% | +9.1% | -17.0% | -9.0% |
| 6M | -19.0% | +32.4% | -51.5% | -22.4% |
| YTD | -7.9% | +6.6% | -14.5% | -9.3% |
| 1Y | -25.4% | +34.7% | -60.1% | -29.0% |
| 3Y | -35.0% | +53.6% | -88.6% | -40.4% |
| 5Y | -36.8% | -4.1% | -32.7% | -39.2% |
| 10Y | -1.4% | +167.9% | -169.3% | -19.5% |
| All | -1.4% | +156.2% | -157.7% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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