+19.1%
CLX vs WST
+441.1%
-422.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | 0.0% |
| 7D | +13.6% | -3.1% | +16.7% | +14.0% |
| 30D | +23.4% | +9.1% | +14.3% | +22.1% |
| 3M | -2.8% | +14.7% | -17.5% | -4.4% |
| 6M | +14.0% | +28.0% | -14.0% | +10.5% |
| YTD | +4.2% | +45.6% | -41.5% | -0.8% |
| 1Y | -1.2% | +45.7% | -46.8% | -5.9% |
| 3Y | -12.7% | +21.1% | -33.8% | -17.9% |
| 5Y | -26.5% | +0.3% | -26.8% | -30.1% |
| All | +19.1% | +441.1% | -422.0% | -20.9% |
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