-4.4%
CLX vs WPM
+558.4%
-562.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.2% | -1.3% |
| 7D | -5.7% | -0.6% | -5.1% | -5.7% |
| 30D | -17.0% | +14.4% | -31.4% | -17.8% |
| 3M | -9.7% | +37.0% | -46.7% | -11.7% |
| 6M | -19.8% | +4.1% | -24.0% | -20.3% |
| YTD | -9.8% | +31.7% | -41.6% | -11.9% |
| 1Y | -26.2% | +44.2% | -70.3% | -28.4% |
| 3Y | -36.2% | +265.5% | -301.7% | -42.5% |
| 5Y | -38.3% | +262.5% | -300.8% | -44.9% |
| All | -4.4% | +558.4% | -562.8% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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