-2.4%
CLX vs WU
-39.0%
+36.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.0% |
| 7D | -4.9% | -4.9% | 0.0% | -4.0% |
| 30D | -15.8% | -1.3% | -14.5% | -15.7% |
| 3M | -7.9% | -3.6% | -4.4% | -7.8% |
| 6M | -19.0% | -24.3% | +5.3% | -15.6% |
| YTD | -7.9% | -21.1% | +13.2% | -4.9% |
| 1Y | -25.4% | -10.3% | -15.1% | -25.0% |
| 3Y | -35.0% | -28.4% | -6.7% | -32.6% |
| 5Y | -36.8% | -51.2% | +14.4% | -30.6% |
| All | -2.4% | -39.0% | +36.7% | +0.7% |
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