-3.3%
CLX vs WSM
+1,058.9%
-1,062.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.7% | -0.8% |
| 7D | -5.9% | +0.4% | -6.3% | -5.9% |
| 30D | -17.0% | -10.7% | -6.3% | -16.2% |
| 3M | -9.6% | +8.5% | -18.1% | -10.1% |
| 6M | -21.5% | +19.6% | -41.2% | -22.6% |
| YTD | -8.8% | +26.6% | -35.4% | -10.6% |
| 1Y | -24.7% | +12.0% | -36.6% | -25.5% |
| 3Y | -35.6% | +226.6% | -262.3% | -42.9% |
| 5Y | -37.6% | +174.1% | -211.8% | -44.9% |
| All | -3.3% | +1,058.9% | -1,062.1% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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