+31.8%
CLX vs BBWI
-47.4%
+79.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +1.1% |
| 7D | +9.5% | +0.1% | +9.4% | +9.5% |
| 30D | +30.7% | +12.9% | +17.8% | +30.3% |
| 3M | +4.2% | +16.0% | -11.8% | +3.8% |
| 6M | +22.1% | +16.6% | +5.5% | +21.6% |
| YTD | +14.1% | +9.7% | +4.3% | +13.6% |
| 1Y | +10.3% | +1.5% | +8.8% | +9.9% |
| 3Y | -7.8% | -21.4% | +13.5% | -8.0% |
| 5Y | -20.8% | -67.6% | +46.7% | -21.7% |
| All | +31.8% | -47.4% | +79.2% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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