-4.4%
CLX vs WCN
+235.9%
-240.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | -5.7% | -3.1% | -2.6% | -4.7% |
| 30D | -17.0% | -3.4% | -13.6% | -16.1% |
| 3M | -9.7% | +3.0% | -12.6% | -10.5% |
| 6M | -19.8% | -3.8% | -16.1% | -19.0% |
| YTD | -9.8% | -8.3% | -1.5% | -7.7% |
| 1Y | -26.2% | -9.7% | -16.4% | -24.1% |
| 3Y | -36.2% | +17.2% | -53.3% | -40.5% |
| 5Y | -38.3% | +25.3% | -63.6% | -44.4% |
| All | -4.4% | +235.9% | -240.3% | -40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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