-12.7%
CLX vs WEC
+53.8%
-66.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.3% | +1.2% |
| 7D | +13.6% | -0.2% | +13.8% | +13.7% |
| 30D | +23.4% | +12.3% | +11.1% | +17.4% |
| 3M | -2.8% | +8.3% | -11.1% | -6.2% |
| 6M | +14.0% | +3.5% | +10.5% | +12.0% |
| YTD | +4.2% | +12.7% | -8.5% | -1.3% |
| 1Y | -1.2% | +8.2% | -9.3% | -4.7% |
| 3Y | -12.7% | +55.9% | -68.6% | -26.2% |
| All | -12.7% | +53.8% | -66.5% | -26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling