+31.8%
CLX vs GWW
+658.3%
-626.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.3% |
| 7D | +9.5% | +3.6% | +6.0% | +8.9% |
| 30D | +30.7% | +12.1% | +18.6% | +28.4% |
| 3M | +4.2% | +12.9% | -8.7% | +2.2% |
| 6M | +22.1% | +19.3% | +2.8% | +18.6% |
| YTD | +14.1% | +48.7% | -34.6% | +7.1% |
| 1Y | +10.3% | +60.5% | -50.2% | +2.3% |
| 3Y | -7.8% | +93.3% | -101.1% | -17.0% |
| 5Y | -20.8% | +219.0% | -239.8% | -33.7% |
| All | +31.8% | +658.3% | -626.5% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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