-21.8%
CLX vs WY
-32.2%
+10.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.5% |
| 7D | +8.5% | -5.4% | +13.9% | +10.4% |
| 30D | +30.0% | +7.9% | +22.1% | +26.9% |
| 3M | +3.8% | -16.6% | +20.4% | +9.3% |
| 6M | +24.6% | -11.2% | +35.8% | +28.7% |
| YTD | +12.8% | -11.3% | +24.1% | +16.4% |
| 1Y | +8.6% | -5.5% | +14.1% | +10.2% |
| 3Y | -8.6% | -25.4% | +16.8% | -3.2% |
| 5Y | -21.8% | -32.4% | +10.6% | -14.3% |
| All | -21.8% | -32.2% | +10.5% | -14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling