+2,554.6%
CLX vs WST
+14,518.0%
-11,963.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | 0.0% |
| 7D | +13.6% | -3.1% | +16.7% | +14.1% |
| 30D | +23.4% | +9.1% | +14.3% | +21.8% |
| 3M | -2.8% | +14.7% | -17.5% | -4.9% |
| 6M | +14.0% | +28.0% | -14.0% | +9.7% |
| YTD | +4.2% | +45.6% | -41.5% | -2.0% |
| 1Y | -1.2% | +45.7% | -46.8% | -7.1% |
| 3Y | -12.7% | +21.1% | -33.8% | -19.0% |
| 5Y | -26.5% | +0.3% | -26.8% | -31.0% |
| 10Y | +20.2% | +449.0% | -428.8% | -17.6% |
| All | +2,554.6% | +14,518.0% | -11,963.4% | +919.1% |
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