-35.7%
CLX vs WEC
+34.9%
-70.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.5% |
| 6M | -18.2% | -5.9% | -12.2% | -16.3% |
| YTD | -5.9% | +4.1% | -10.1% | -7.8% |
| 1Y | -23.8% | +3.1% | -27.0% | -25.1% |
| 3Y | -33.6% | +40.8% | -74.4% | -42.7% |
| 5Y | -35.7% | +31.7% | -67.4% | -44.4% |
| All | -35.7% | +34.9% | -70.6% | -44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling