-1.4%
CLX vs BWA
+142.7%
-144.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -2.1% |
| 7D | -4.9% | +0.1% | -5.1% | -4.9% |
| 30D | -15.8% | -5.6% | -10.3% | -15.6% |
| 3M | -7.9% | -10.7% | +2.8% | -7.5% |
| 6M | -19.0% | +23.2% | -42.2% | -20.2% |
| YTD | -7.9% | +46.0% | -53.9% | -10.1% |
| 1Y | -25.4% | +51.2% | -76.5% | -27.3% |
| 3Y | -35.0% | +69.6% | -104.6% | -37.3% |
| 5Y | -36.8% | +86.6% | -123.3% | -39.7% |
| 10Y | -1.4% | +152.3% | -153.7% | -7.0% |
| All | -1.4% | +142.7% | -144.1% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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