+11.4%
WBD vs CLX
-3.7%
+15.0%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.6% | -0.4% |
| 7D | -0.7% | -5.7% | +5.0% | +0.3% |
| 30D | +1.4% | -17.0% | +18.4% | +4.7% |
| 3M | +4.4% | -9.7% | +14.1% | +5.9% |
| 6M | +0.8% | -19.8% | +20.7% | +4.4% |
| YTD | -2.7% | -9.8% | +7.1% | -1.8% |
| 1Y | +73.4% | -26.2% | +99.6% | +81.8% |
| 3Y | +142.1% | -36.2% | +178.3% | +159.0% |
| 5Y | +7.2% | -38.3% | +45.6% | +14.2% |
| All | +11.4% | -3.7% | +15.0% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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