+22.1%
CLX vs NWSA
+2.4%
+19.7%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.7% | -1.5% | +0.2% |
| 7D | +9.5% | +2.2% | +7.3% | +8.6% |
| 30D | +30.7% | -8.8% | +39.5% | +33.6% |
| 3M | +4.2% | -6.5% | +10.7% | +5.2% |
| 6M | +22.1% | +1.5% | +20.6% | +16.4% |
| All | +22.1% | +2.4% | +19.7% | +16.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling