+5,376.0%
WMB vs CLX
+2,386.6%
+2,989.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.4% |
| 7D | +0.6% | -9.2% | +9.8% | +2.8% |
| 30D | +3.3% | -11.0% | +14.3% | +6.1% |
| 3M | +3.1% | +5.0% | -1.9% | +1.3% |
| 6M | -0.7% | -18.8% | +18.1% | +3.4% |
| YTD | +25.2% | -4.4% | +29.6% | +25.1% |
| 1Y | +32.9% | -21.9% | +54.7% | +39.3% |
| 3Y | +140.6% | -32.8% | +173.3% | +158.4% |
| 5Y | +273.5% | -34.6% | +308.0% | +296.0% |
| 10Y | +334.2% | -4.7% | +338.9% | +291.0% |
| All | +5,376.0% | +2,386.6% | +2,989.4% | +2,074.3% |
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