+980.3%
WDC vs CLX
-35.6%
+1,015.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +2.1% |
| 7D | +6.0% | -3.5% | +9.5% | +5.8% |
| 30D | +9.9% | -11.9% | +21.8% | +9.3% |
| 3M | -9.4% | -2.6% | -6.8% | -9.6% |
| 6M | +94.7% | -18.2% | +112.9% | +96.0% |
| YTD | +177.4% | -5.9% | +183.3% | +177.5% |
| 1Y | +412.6% | -23.8% | +436.4% | +421.7% |
| 3Y | +1,359.8% | -33.6% | +1,393.4% | +1,409.9% |
| All | +980.3% | -35.6% | +1,015.9% | +958.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling