-2.5%
CLX vs WST
+321.8%
-324.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.5% |
| 7D | -3.5% | -0.3% | -3.3% | -3.5% |
| 30D | -11.9% | -4.6% | -7.3% | -11.4% |
| 3M | -2.6% | +5.7% | -8.3% | -3.3% |
| 6M | -18.2% | +37.6% | -55.7% | -21.4% |
| YTD | -5.9% | +23.0% | -28.9% | -8.6% |
| 1Y | -23.8% | +33.8% | -57.7% | -26.9% |
| 3Y | -33.6% | -13.4% | -20.2% | -34.5% |
| 5Y | -35.7% | -27.0% | -8.7% | -35.8% |
| 10Y | -2.5% | +324.5% | -327.1% | -30.6% |
| All | -2.5% | +321.8% | -324.3% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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