+24.9%
CLX vs WEC
+178.6%
-153.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.1% | +4.5% | +5.1% |
| 7D | +17.4% | +0.2% | +17.2% | +17.3% |
| 30D | +27.8% | +12.9% | +14.8% | +21.7% |
| 3M | +3.0% | +9.8% | -6.8% | -0.8% |
| 6M | +17.5% | +6.7% | +10.8% | +14.4% |
| YTD | +10.0% | +14.0% | -4.0% | +4.1% |
| 1Y | +3.3% | +7.3% | -4.1% | +0.2% |
| 3Y | -10.1% | +63.8% | -73.9% | -26.6% |
| 5Y | -23.7% | +54.8% | -78.5% | -36.9% |
| 10Y | +24.9% | +185.7% | -160.8% | -28.1% |
| All | +24.9% | +178.6% | -153.8% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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