+49.3%
WM vs CLX
-10.5%
+59.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.6% | +1.1% |
| 7D | +4.5% | +12.4% | -7.9% | +2.1% |
| 30D | +16.1% | +21.1% | -5.0% | +11.9% |
| 3M | +8.0% | -3.3% | +11.4% | +8.3% |
| 6M | +8.4% | +18.8% | -10.4% | +4.6% |
| YTD | +11.2% | +3.9% | +7.3% | +9.0% |
| 1Y | +22.3% | -3.8% | +26.1% | +22.0% |
| All | +49.3% | -10.5% | +59.7% | +54.2% |
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