+642.9%
WDC vs CLX
+32.0%
+610.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.2% | -6.2% | -5.0% |
| 7D | +12.1% | +9.5% | +2.6% | +12.0% |
| 30D | -18.8% | +30.7% | -49.5% | -18.9% |
| 3M | -39.3% | +4.2% | -43.5% | -39.2% |
| 6M | -40.1% | +22.1% | -62.2% | -40.4% |
| YTD | +71.8% | +14.1% | +57.7% | +71.7% |
| 1Y | +88.5% | +10.3% | +78.2% | +88.7% |
| 3Y | +770.0% | -7.8% | +777.8% | +778.9% |
| 5Y | +549.0% | -20.8% | +569.9% | +557.7% |
| All | +642.9% | +32.0% | +610.8% | +482.8% |
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