+180.3%
WMB vs CLX
-26.4%
+206.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.5% | -0.3% |
| 7D | -13.8% | +13.6% | -27.4% | -14.7% |
| 30D | -10.3% | +23.4% | -33.7% | -11.9% |
| 3M | -10.1% | -2.8% | -7.2% | -9.8% |
| 6M | -11.8% | +14.0% | -25.8% | -13.2% |
| YTD | +8.9% | +4.2% | +4.8% | +8.4% |
| 1Y | +14.0% | -1.2% | +15.1% | +14.0% |
| 3Y | +100.5% | -12.7% | +113.2% | +102.9% |
| All | +180.3% | -26.4% | +206.7% | +179.0% |
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