-38.7%
CLX vs WETO
-99.4%
+60.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.1% | -8.0% | -0.9% |
| 7D | -5.9% | -19.9% | +14.0% | -5.9% |
| 30D | -17.0% | -42.7% | +25.6% | -16.4% |
| 3M | -9.6% | -97.7% | +88.1% | -8.5% |
| 6M | -21.5% | -94.4% | +72.9% | -20.8% |
| YTD | -8.8% | -97.0% | +88.2% | -7.9% |
| 1Y | -24.7% | -98.9% | +74.2% | -23.5% |
| All | -38.7% | -99.4% | +60.7% | -37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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