+465.8%
CLX vs WCN
+8,078.4%
-7,612.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.1% |
| 7D | +8.5% | +1.2% | +7.3% | +8.3% |
| 30D | +30.0% | +26.4% | +3.5% | +25.1% |
| 3M | +3.8% | +17.5% | -13.7% | +1.1% |
| 6M | +24.6% | +28.7% | -4.1% | +19.6% |
| YTD | +12.8% | +11.5% | +1.2% | +10.5% |
| 1Y | +8.6% | +15.9% | -7.3% | +5.8% |
| 3Y | -8.6% | +51.6% | -60.2% | -14.9% |
| 5Y | -21.8% | +47.9% | -69.7% | -27.1% |
| 10Y | +30.4% | +322.5% | -292.1% | +4.0% |
| All | +465.8% | +8,078.4% | -7,612.6% | +224.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling