+2,336.0%
CLX vs WEC
+3,978.4%
-1,642.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.1% |
| 7D | -9.2% | -0.3% | -9.0% | -9.2% |
| 30D | -11.0% | -1.3% | -9.8% | -10.7% |
| 3M | +5.0% | -3.9% | +9.0% | +6.4% |
| 6M | -18.8% | -8.3% | -10.5% | -16.5% |
| YTD | -4.4% | +3.1% | -7.5% | -5.6% |
| 1Y | -21.9% | +1.9% | -23.8% | -22.6% |
| 3Y | -32.8% | +41.9% | -74.7% | -40.9% |
| 5Y | -34.6% | +30.8% | -65.3% | -41.3% |
| 10Y | -4.7% | +141.9% | -146.6% | -32.2% |
| All | +2,336.0% | +3,978.4% | -1,642.4% | +559.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling