+330.3%
WM vs CLX
+32.0%
+298.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.4% |
| 7D | +3.2% | +9.5% | -6.3% | +1.0% |
| 30D | +13.0% | +30.7% | -17.7% | +6.1% |
| 3M | +9.2% | +4.2% | +5.0% | +7.9% |
| 6M | +13.6% | +22.1% | -8.5% | +8.0% |
| YTD | +12.4% | +14.1% | -1.7% | +7.7% |
| 1Y | +21.2% | +10.3% | +10.9% | +17.0% |
| 3Y | +48.7% | -7.8% | +56.5% | +48.7% |
| 5Y | +61.9% | -20.8% | +82.7% | +64.9% |
| All | +330.3% | +32.0% | +298.3% | +266.0% |
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