+29,154.7%
WM vs CLX
+2,602.7%
+26,552.0%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.6% | +1.0% |
| 7D | +4.5% | +12.4% | -7.9% | +1.6% |
| 30D | +16.1% | +21.1% | -5.0% | +11.0% |
| 3M | +8.0% | -3.3% | +11.4% | +8.6% |
| 6M | +8.4% | +18.8% | -10.4% | +3.6% |
| YTD | +11.2% | +3.9% | +7.3% | +9.1% |
| 1Y | +22.3% | -3.8% | +26.1% | +22.0% |
| 3Y | +50.2% | -10.5% | +60.8% | +51.2% |
| 5Y | +63.3% | -26.7% | +90.0% | +69.2% |
| 10Y | +355.0% | +19.9% | +335.1% | +311.0% |
| All | +29,154.7% | +2,602.7% | +26,552.0% | +16,290.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling