-3.3%
CLX vs WU
-39.5%
+36.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | -5.9% | -5.0% | -0.9% | -5.0% |
| 30D | -17.0% | -2.3% | -14.8% | -16.7% |
| 3M | -9.6% | -3.2% | -6.4% | -9.5% |
| 6M | -21.5% | -25.0% | +3.5% | -18.0% |
| YTD | -8.8% | -21.7% | +12.8% | -5.7% |
| 1Y | -24.7% | -9.0% | -15.7% | -24.6% |
| 3Y | -35.6% | -28.9% | -6.8% | -33.2% |
| 5Y | -37.6% | -51.0% | +13.4% | -31.6% |
| All | -3.3% | -39.5% | +36.2% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded WU 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling