+682.0%
WDC vs CLX
+30.5%
+651.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -1.9% | -0.7% |
| 7D | +16.3% | +8.5% | +7.8% | +16.2% |
| 30D | -18.3% | +30.0% | -48.2% | -18.3% |
| 3M | -31.4% | +3.8% | -35.2% | -31.4% |
| 6M | -36.3% | +24.6% | -60.9% | -36.7% |
| YTD | +80.8% | +12.8% | +68.1% | +80.7% |
| 1Y | +87.7% | +8.6% | +79.1% | +88.0% |
| 3Y | +819.4% | -8.6% | +828.1% | +828.7% |
| 5Y | +583.2% | -21.8% | +605.0% | +592.3% |
| All | +682.0% | +30.5% | +651.4% | +513.6% |
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