+336.4%
WM vs CLX
+19.4%
+317.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.3% | -2.1% |
| 7D | +1.2% | +13.6% | -12.4% | -1.8% |
| 30D | +13.1% | +23.4% | -10.3% | +7.7% |
| 3M | +3.6% | -2.8% | +6.5% | +4.1% |
| 6M | +8.1% | +14.0% | -5.9% | +4.3% |
| YTD | +8.9% | +4.2% | +4.7% | +6.6% |
| 1Y | +20.3% | -1.2% | +21.5% | +19.3% |
| 3Y | +46.2% | -12.7% | +58.9% | +48.0% |
| 5Y | +59.9% | -26.5% | +86.4% | +65.5% |
| All | +336.4% | +19.4% | +317.0% | +285.4% |
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