-23.7%
CLX vs WAT
+30.1%
-53.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.4% |
| 7D | -3.5% | -0.7% | -2.8% | -3.5% |
| 30D | -11.9% | -1.0% | -10.9% | -11.8% |
| 3M | -2.6% | +10.9% | -13.5% | -3.3% |
| 6M | -18.2% | +33.2% | -51.3% | -20.4% |
| YTD | -5.9% | +6.1% | -12.0% | -7.0% |
| All | -23.7% | +30.1% | -53.8% | -26.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling