+302.1%
WMB vs CLX
-3.9%
+306.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.6% | +3.8% | +2.4% |
| 7D | +0.8% | -3.5% | +4.3% | +1.1% |
| 30D | +7.7% | -11.9% | +19.6% | +8.6% |
| 3M | +6.7% | -2.6% | +9.3% | +6.7% |
| 6M | +3.6% | -18.2% | +21.8% | +5.1% |
| YTD | +28.0% | -5.9% | +33.9% | +28.2% |
| 1Y | +37.6% | -23.8% | +61.5% | +40.2% |
| 3Y | +149.0% | -33.6% | +182.6% | +155.9% |
| 5Y | +285.3% | -35.7% | +321.0% | +292.9% |
| 10Y | +302.1% | -2.5% | +304.6% | +276.8% |
| All | +302.1% | -3.9% | +306.0% | +276.8% |
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 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