+143.5%
WBD vs CLX
-35.7%
+179.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +2.0% | +1.2% |
| 7D | -0.6% | -5.9% | +5.3% | +0.6% |
| 30D | +4.2% | -17.0% | +21.2% | +8.2% |
| 3M | +7.5% | -9.6% | +17.1% | +9.5% |
| 6M | +1.6% | -21.5% | +23.1% | +7.8% |
| YTD | -2.2% | -8.8% | +6.7% | -1.7% |
| 1Y | +124.9% | -24.7% | +149.5% | +141.4% |
| All | +143.5% | -35.7% | +179.2% | +148.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling