+1,009.0%
CLX vs WAT
+10,816.8%
-9,807.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.2% |
| 7D | -9.2% | -1.3% | -8.0% | -9.1% |
| 30D | -11.0% | +2.3% | -13.4% | -11.2% |
| 3M | +5.0% | +8.7% | -3.7% | +4.2% |
| 6M | -18.8% | +28.3% | -47.1% | -21.0% |
| YTD | -4.4% | +7.8% | -12.2% | -5.5% |
| 1Y | -21.9% | +36.6% | -58.5% | -24.6% |
| 3Y | -32.8% | +45.7% | -78.4% | -36.1% |
| 5Y | -34.6% | -3.3% | -31.2% | -35.9% |
| 10Y | -4.7% | +162.1% | -166.8% | -15.8% |
| All | +1,009.0% | +10,816.8% | -9,807.8% | +588.2% |
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