-1.4%
CLX vs WAB
+282.7%
-284.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -2.1% |
| 7D | -4.9% | +0.2% | -5.2% | -4.9% |
| 30D | -15.8% | -4.6% | -11.3% | -15.6% |
| 3M | -7.9% | +5.6% | -13.6% | -8.3% |
| 6M | -19.0% | +13.8% | -32.9% | -19.7% |
| YTD | -7.9% | +31.9% | -39.8% | -9.4% |
| 1Y | -25.4% | +48.3% | -73.6% | -27.0% |
| 3Y | -35.0% | +167.1% | -202.2% | -38.2% |
| 5Y | -36.8% | +222.9% | -259.6% | -40.2% |
| 10Y | -1.4% | +289.9% | -291.4% | -11.2% |
| All | -1.4% | +282.7% | -284.1% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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