+31.8%
CLX vs WY
+5.0%
+26.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.9% |
| 7D | +9.5% | -0.8% | +10.3% | +9.6% |
| 30D | +30.7% | +10.1% | +20.6% | +28.6% |
| 3M | +4.2% | -15.4% | +19.6% | +7.0% |
| 6M | +22.1% | -8.3% | +30.4% | +23.8% |
| YTD | +14.1% | -9.8% | +23.9% | +15.8% |
| 1Y | +10.3% | -3.9% | +14.2% | +11.0% |
| 3Y | -7.8% | -23.3% | +15.5% | -4.8% |
| 5Y | -20.8% | -31.2% | +10.4% | -17.6% |
| All | +31.8% | +5.0% | +26.7% | +28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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