+17,845.4%
WDC vs CLX
+2,386.6%
+15,458.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.3% | +7.2% | +6.2% |
| 7D | +1.7% | -9.2% | +11.0% | +4.4% |
| 30D | -10.0% | -11.0% | +1.1% | -7.2% |
| 3M | -18.8% | +5.0% | -23.8% | -21.1% |
| 6M | +79.0% | -18.8% | +97.8% | +86.5% |
| YTD | +171.6% | -4.4% | +176.0% | +168.6% |
| 1Y | +417.4% | -21.9% | +439.2% | +439.5% |
| 3Y | +1,251.8% | -32.8% | +1,284.5% | +1,347.9% |
| 5Y | +911.7% | -34.6% | +946.3% | +966.6% |
| 10Y | +1,399.6% | -4.7% | +1,404.3% | +1,195.5% |
| All | +17,845.4% | +2,386.6% | +15,458.8% | +4,621.8% |
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 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