-2.5%
CLX vs WEC
+143.0%
-145.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.6% | -2.0% |
| 7D | -3.5% | +0.8% | -4.4% | -3.9% |
| 30D | -11.9% | +0.3% | -12.2% | -12.1% |
| 3M | -2.6% | -2.9% | +0.3% | -1.6% |
| 6M | -18.2% | -5.9% | -12.2% | -16.4% |
| YTD | -5.9% | +4.1% | -10.1% | -7.7% |
| 1Y | -23.8% | +3.1% | -27.0% | -25.1% |
| 3Y | -33.6% | +40.8% | -74.4% | -42.5% |
| 5Y | -35.7% | +31.7% | -67.4% | -43.4% |
| 10Y | -2.5% | +141.1% | -143.6% | -39.3% |
| All | -2.5% | +143.0% | -145.5% | -39.3% |
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