+62.1%
WM vs CLX
-21.9%
+83.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.4% |
| 7D | +1.2% | +8.5% | -7.3% | -0.4% |
| 30D | +15.2% | +30.0% | -14.7% | +9.6% |
| 3M | +8.3% | +3.8% | +4.5% | +7.3% |
| 6M | +13.1% | +24.6% | -11.5% | +8.1% |
| YTD | +12.5% | +12.8% | -0.2% | +8.9% |
| 1Y | +21.8% | +8.6% | +13.2% | +18.7% |
| 3Y | +48.8% | -8.6% | +57.4% | +49.4% |
| 5Y | +62.1% | -21.8% | +83.8% | +63.5% |
| All | +62.1% | -21.9% | +83.9% | +63.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling