+1,108.5%
CLX vs WAT
+12,102.7%
-10,994.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.2% |
| 7D | +13.6% | -1.1% | +14.7% | +13.7% |
| 30D | +23.4% | +5.0% | +18.4% | +22.7% |
| 3M | -2.8% | +14.5% | -17.3% | -4.2% |
| 6M | +14.0% | +30.9% | -16.9% | +10.8% |
| YTD | +4.2% | +20.5% | -16.3% | +1.8% |
| 1Y | -1.2% | +23.3% | -24.5% | -3.7% |
| 3Y | -12.7% | +81.5% | -94.2% | -18.8% |
| 5Y | -26.5% | +33.4% | -59.9% | -30.1% |
| 10Y | +20.2% | +231.5% | -211.3% | +4.0% |
| All | +1,108.5% | +12,102.7% | -10,994.2% | +641.6% |
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