-4.4%
CLX vs NWSA
+149.4%
-153.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | -5.7% | -2.8% | -2.9% | -5.4% |
| 30D | -17.0% | +3.0% | -20.1% | -17.3% |
| 3M | -9.7% | +12.3% | -22.0% | -10.9% |
| 6M | -19.8% | +21.9% | -41.7% | -21.6% |
| YTD | -9.8% | +13.6% | -23.4% | -11.3% |
| 1Y | -26.2% | +0.5% | -26.7% | -26.5% |
| 3Y | -36.2% | +43.8% | -79.9% | -39.0% |
| 5Y | -38.3% | +41.2% | -79.5% | -41.8% |
| All | -4.4% | +149.4% | -153.7% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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