+1,228.2%
WDC vs CLX
-2.6%
+1,230.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.5% | -4.4% |
| 7D | +4.4% | -5.9% | +10.3% | +4.5% |
| 30D | +5.3% | -17.0% | +22.3% | +5.5% |
| 3M | -5.9% | -9.6% | +3.7% | -5.8% |
| 6M | +73.2% | -21.5% | +94.8% | +75.0% |
| YTD | +167.8% | -8.8% | +176.7% | +167.8% |
| 1Y | +386.0% | -24.7% | +410.7% | +393.1% |
| 3Y | +1,309.7% | -35.6% | +1,345.3% | +1,349.0% |
| 5Y | +957.1% | -37.6% | +994.7% | +973.6% |
| All | +1,228.2% | -2.6% | +1,230.7% | +1,000.2% |
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