+306.4%
WM vs CLX
-4.4%
+310.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.9% |
| 7D | -0.3% | -9.2% | +8.9% | +1.9% |
| 30D | -2.4% | -11.0% | +8.7% | +0.2% |
| 3M | +0.4% | +5.0% | -4.6% | -0.9% |
| 6M | -9.5% | -18.8% | +9.3% | -5.6% |
| YTD | +0.5% | -4.4% | +4.9% | +0.6% |
| 1Y | -1.1% | -21.9% | +20.8% | +3.9% |
| 3Y | +46.0% | -32.8% | +78.8% | +57.6% |
| 5Y | +51.8% | -34.6% | +86.4% | +62.0% |
| All | +306.4% | -4.4% | +310.9% | +274.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling