+11,253.4%
WDC vs CLX
+2,867.3%
+8,386.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.2% | -6.2% | -5.3% |
| 7D | +12.1% | +9.5% | +2.6% | +9.5% |
| 30D | -18.8% | +30.7% | -49.5% | -24.7% |
| 3M | -39.3% | +4.2% | -43.5% | -40.3% |
| 6M | -40.1% | +22.1% | -62.2% | -44.4% |
| YTD | +71.8% | +14.1% | +57.7% | +61.4% |
| 1Y | +88.5% | +10.3% | +78.2% | +78.4% |
| 3Y | +770.0% | -7.8% | +777.8% | +749.6% |
| 5Y | +549.0% | -20.8% | +569.9% | +547.4% |
| 10Y | +650.3% | +31.9% | +618.4% | +483.1% |
| All | +11,253.4% | +2,867.3% | +8,386.1% | +2,736.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling