+428.1%
WMT vs CLX
-3.7%
+431.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.5% | +1.6% |
| 7D | 0.0% | -5.7% | +5.7% | +1.6% |
| 30D | -7.4% | -17.0% | +9.6% | -2.8% |
| 3M | -10.9% | -9.7% | -1.2% | -8.7% |
| 6M | -12.7% | -19.8% | +7.2% | -8.0% |
| YTD | -3.2% | -9.8% | +6.6% | -1.3% |
| 1Y | +5.3% | -26.2% | +31.4% | +13.1% |
| 3Y | +101.9% | -36.2% | +138.0% | +123.5% |
| 5Y | +134.6% | -38.3% | +172.9% | +157.6% |
| All | +428.1% | -3.7% | +431.7% | +388.9% |
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