+44.7%
WM vs CLX
-9.6%
+54.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.1% |
| 7D | +1.2% | +13.6% | -12.5% | -1.3% |
| 30D | +13.7% | +29.1% | -15.4% | +8.2% |
| 3M | +5.2% | +1.6% | +3.6% | +4.5% |
| 6M | +11.2% | +18.7% | -7.5% | +7.2% |
| YTD | +9.4% | +11.1% | -1.7% | +5.8% |
| 1Y | +20.4% | +7.0% | +13.4% | +17.4% |
| 3Y | +44.7% | -10.0% | +54.7% | +47.5% |
| All | +44.7% | -9.6% | +54.3% | +47.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling