+2,336.0%
CLX vs WST
+12,330.1%
-9,994.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.2% |
| 7D | -9.2% | +0.7% | -10.0% | -9.3% |
| 30D | -11.0% | -3.1% | -7.9% | -10.6% |
| 3M | +5.0% | +7.2% | -2.2% | +3.9% |
| 6M | -18.8% | +36.8% | -55.6% | -22.8% |
| YTD | -4.4% | +23.8% | -28.3% | -7.9% |
| 1Y | -21.9% | +37.8% | -59.6% | -26.0% |
| 3Y | -32.8% | -15.9% | -16.9% | -33.9% |
| 5Y | -34.6% | -25.8% | -8.7% | -35.6% |
| 10Y | -4.7% | +319.6% | -324.3% | -31.9% |
| All | +2,336.0% | +12,330.1% | -9,994.1% | +858.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling