+8.6%
CLX vs NWSA
-0.9%
+9.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.3% | +1.9% |
| 7D | +8.5% | -0.8% | +9.3% | +8.8% |
| 30D | +30.0% | -11.3% | +41.3% | +33.8% |
| 3M | +3.8% | -8.1% | +11.9% | +5.6% |
| 6M | +24.6% | -0.7% | +25.3% | +23.3% |
| YTD | +12.8% | +1.3% | +11.4% | +11.8% |
| 1Y | +8.6% | -1.3% | +9.9% | +9.7% |
| All | +8.6% | -0.9% | +9.5% | +9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling