+2,336.0%
CLX vs GWW
+14,492.5%
-12,156.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.5% |
| 7D | -9.2% | +1.4% | -10.6% | -9.5% |
| 30D | -11.0% | +3.3% | -14.3% | -11.6% |
| 3M | +5.0% | +2.9% | +2.1% | +4.3% |
| 6M | -18.8% | +15.8% | -34.6% | -21.2% |
| YTD | -4.4% | +32.0% | -36.4% | -9.7% |
| 1Y | -21.9% | +29.9% | -51.8% | -26.0% |
| 3Y | -32.8% | +91.1% | -123.8% | -41.3% |
| 5Y | -34.6% | +223.9% | -258.5% | -48.9% |
| 10Y | -4.7% | +567.0% | -571.7% | -38.4% |
| All | +2,336.0% | +14,492.5% | -12,156.5% | +590.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling