-1.4%
CLX vs WCC
+506.2%
-507.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -2.1% |
| 7D | -4.9% | +6.8% | -11.7% | -5.1% |
| 30D | -15.8% | -3.0% | -12.8% | -15.8% |
| 3M | -7.9% | +0.2% | -8.1% | -8.0% |
| 6M | -19.0% | +33.2% | -52.2% | -19.8% |
| YTD | -7.9% | +45.8% | -53.8% | -9.0% |
| 1Y | -25.4% | +68.4% | -93.7% | -26.6% |
| 3Y | -35.0% | +131.1% | -166.1% | -36.9% |
| 5Y | -36.8% | +225.6% | -262.4% | -39.3% |
| 10Y | -1.4% | +534.2% | -535.6% | -6.9% |
| All | -1.4% | +506.2% | -507.6% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 10y: compounded portfolio wealth divided by compounded WCC 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…
10y analysis · Full analysis span regression · 6 months rolling