+8,919.3%
WMT vs CLX
+2,347.6%
+6,571.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.5% |
| 7D | +0.1% | -3.5% | +3.7% | +1.2% |
| 30D | -5.0% | -11.9% | +6.9% | -1.3% |
| 3M | -11.3% | -2.6% | -8.7% | -10.9% |
| 6M | -13.8% | -18.2% | +4.4% | -9.2% |
| YTD | -4.2% | -5.9% | +1.7% | -3.4% |
| 1Y | +4.6% | -23.8% | +28.4% | +12.2% |
| 3Y | +100.5% | -33.6% | +134.1% | +121.4% |
| 5Y | +129.7% | -35.7% | +165.4% | +151.1% |
| 10Y | +423.4% | -2.5% | +425.9% | +385.7% |
| All | +8,919.3% | +2,347.6% | +6,571.7% | +2,162.4% |
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