+366.0%
WDC vs CLX
-25.9%
+391.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -1.8% | -3.5% |
| 7D | -4.3% | -5.7% | +1.4% | -7.1% |
| 30D | -1.5% | -17.0% | +15.5% | -10.3% |
| 3M | -15.5% | -9.7% | -5.8% | -18.0% |
| 6M | +66.5% | -19.8% | +86.3% | +53.9% |
| YTD | +159.9% | -9.8% | +169.7% | +182.5% |
| 1Y | +366.0% | -26.2% | +392.1% | +321.2% |
| All | +366.0% | -25.9% | +391.8% | +321.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling