-21.8%
CLX vs WSM
+165.0%
-186.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.5% | +5.7% | +1.7% |
| 7D | +8.5% | -3.2% | +11.7% | +8.9% |
| 30D | +30.0% | +4.6% | +25.3% | +29.4% |
| 3M | +3.8% | +2.4% | +1.3% | +3.5% |
| 6M | +24.6% | +43.7% | -19.0% | +20.5% |
| YTD | +12.8% | +42.1% | -29.3% | +9.0% |
| 1Y | +8.6% | +32.3% | -23.7% | +5.5% |
| 3Y | -8.6% | +253.0% | -261.7% | -22.4% |
| 5Y | -21.8% | +161.3% | -183.0% | -38.4% |
| All | -21.8% | +165.0% | -186.8% | -38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling