+1,188.8%
CLX vs WAT
+12,580.5%
-11,391.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.3% | +1.0% |
| 7D | +13.6% | +3.4% | +10.2% | +13.3% |
| 30D | +29.1% | +9.6% | +19.4% | +27.9% |
| 3M | +1.6% | +15.5% | -13.9% | +0.1% |
| 6M | +18.7% | +33.9% | -15.2% | +15.2% |
| YTD | +11.1% | +25.2% | -14.1% | +8.2% |
| 1Y | +7.0% | +26.3% | -19.3% | +4.1% |
| 3Y | -10.0% | +85.8% | -95.8% | -16.5% |
| 5Y | -22.6% | +35.3% | -57.9% | -26.5% |
| 10Y | +29.3% | +231.8% | -202.4% | +11.9% |
| All | +1,188.8% | +12,580.5% | -11,391.7% | +688.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling