+168.6%
CLX vs WU
-19.6%
+188.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.1% |
| 7D | -9.2% | -0.8% | -8.4% | -9.1% |
| 30D | -11.0% | -1.1% | -9.9% | -10.9% |
| 3M | +5.0% | -3.9% | +8.9% | +5.2% |
| 6M | -18.8% | -20.7% | +1.8% | -16.0% |
| YTD | -4.4% | -18.4% | +14.0% | -1.8% |
| 1Y | -21.9% | -8.1% | -13.8% | -21.7% |
| 3Y | -32.8% | -24.2% | -8.6% | -30.9% |
| 5Y | -34.6% | -50.4% | +15.9% | -28.2% |
| 10Y | -4.7% | -40.0% | +35.3% | -1.8% |
| All | +168.6% | -19.6% | +188.2% | +143.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling