-36.8%
CLX vs GWW
+221.1%
-257.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.0% |
| 7D | -4.9% | -0.5% | -4.5% | -4.8% |
| 30D | -15.8% | -1.4% | -14.4% | -15.5% |
| 3M | -7.9% | -3.6% | -4.3% | -7.4% |
| 6M | -19.0% | +15.1% | -34.2% | -22.0% |
| YTD | -7.9% | +27.5% | -35.4% | -13.4% |
| 1Y | -25.4% | +29.6% | -55.0% | -30.1% |
| 3Y | -35.0% | +90.1% | -125.1% | -44.8% |
| 5Y | -36.8% | +222.6% | -259.4% | -53.0% |
| All | -36.8% | +221.1% | -257.8% | -53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling