+87.7%
WDC vs CLX
+7.9%
+79.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -1.9% | -0.2% |
| 7D | +16.3% | +8.5% | +7.8% | +19.5% |
| 30D | -18.3% | +30.0% | -48.2% | -9.6% |
| 3M | -31.4% | +3.8% | -35.2% | -30.7% |
| 6M | -36.3% | +24.6% | -60.9% | -31.0% |
| YTD | +80.8% | +12.8% | +68.1% | +116.0% |
| 1Y | +87.7% | +8.6% | +79.1% | +126.3% |
| All | +87.7% | +7.9% | +79.8% | +126.3% |
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 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