-36.8%
CLX vs WSM
+182.5%
-219.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.0% | -2.1% |
| 7D | -4.9% | +2.6% | -7.5% | -5.2% |
| 30D | -15.8% | -9.3% | -6.5% | -15.0% |
| 3M | -7.9% | +7.1% | -15.0% | -8.5% |
| 6M | -19.0% | +21.7% | -40.8% | -20.5% |
| YTD | -7.9% | +28.7% | -36.7% | -10.1% |
| 1Y | -25.4% | +13.9% | -39.2% | -26.5% |
| 3Y | -35.0% | +232.2% | -267.2% | -44.4% |
| 5Y | -36.8% | +176.4% | -213.2% | -48.1% |
| All | -36.8% | +182.5% | -219.3% | -48.1% |
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