+31.8%
CLX vs WCC
+431.3%
-399.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.8% | +1.2% |
| 7D | +9.5% | +9.9% | -0.4% | +9.3% |
| 30D | +30.7% | -8.4% | +39.1% | +30.8% |
| 3M | +4.2% | -10.3% | +14.6% | +4.4% |
| 6M | +22.1% | -10.5% | +32.6% | +22.2% |
| YTD | +14.1% | +32.2% | -18.1% | +12.8% |
| 1Y | +10.3% | +25.5% | -15.2% | +9.2% |
| 3Y | -7.8% | +134.7% | -142.5% | -10.5% |
| 5Y | -20.8% | +139.9% | -160.8% | -23.6% |
| All | +31.8% | +431.3% | -399.6% | +29.6% |
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