+28.7%
CLX vs WST
+452.9%
-424.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.2% | +0.2% |
| 7D | +7.8% | +1.1% | +6.7% | +7.6% |
| 30D | +28.5% | +12.4% | +16.1% | +26.8% |
| 3M | +1.3% | +17.6% | -16.3% | -0.6% |
| 6M | +23.4% | +28.3% | -4.9% | +19.6% |
| YTD | +11.4% | +50.5% | -39.1% | +5.7% |
| 1Y | +6.9% | +49.4% | -42.5% | +1.5% |
| 3Y | -9.8% | +21.9% | -31.7% | -15.1% |
| 5Y | -22.7% | +0.4% | -23.0% | -26.2% |
| 10Y | +28.7% | +451.5% | -422.8% | -14.0% |
| All | +28.7% | +452.9% | -424.1% | -14.0% |
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