+31.8%
CLX vs WU
-38.9%
+70.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +0.9% |
| 7D | +9.5% | -2.0% | +11.5% | +9.9% |
| 30D | +30.7% | +11.4% | +19.3% | +28.0% |
| 3M | +4.2% | -6.8% | +11.0% | +5.4% |
| 6M | +22.1% | -14.6% | +36.7% | +24.7% |
| YTD | +14.1% | -20.6% | +34.7% | +17.5% |
| 1Y | +10.3% | -15.4% | +25.7% | +12.2% |
| 3Y | -7.8% | -23.6% | +15.8% | -5.6% |
| 5Y | -20.8% | -43.4% | +22.5% | -15.1% |
| All | +31.8% | -38.9% | +70.7% | +34.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling