-12.7%
CLX vs WAT
+74.7%
-87.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.1% |
| 7D | +13.6% | -1.1% | +14.7% | +13.7% |
| 30D | +23.4% | +5.0% | +18.4% | +22.6% |
| 3M | -2.8% | +14.5% | -17.3% | -4.5% |
| 6M | +14.0% | +30.9% | -16.9% | +10.1% |
| YTD | +4.2% | +20.5% | -16.3% | +1.3% |
| 1Y | -1.2% | +23.3% | -24.5% | -4.3% |
| 3Y | -12.7% | +81.5% | -94.2% | -24.5% |
| All | -12.7% | +74.7% | -87.4% | -24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling