+28.7%
CLX vs WAB
+282.9%
-254.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | +7.8% | +3.1% | +4.6% | +7.5% |
| 30D | +28.5% | +6.4% | +22.1% | +28.0% |
| 3M | +1.3% | +2.2% | -0.8% | +1.1% |
| 6M | +23.4% | +13.7% | +9.7% | +22.3% |
| YTD | +11.4% | +43.0% | -31.6% | +9.0% |
| 1Y | +6.9% | +47.0% | -40.1% | +4.5% |
| 3Y | -9.8% | +174.4% | -184.2% | -14.5% |
| 5Y | -22.7% | +222.2% | -244.9% | -27.3% |
| 10Y | +28.7% | +276.9% | -248.2% | +17.4% |
| All | +28.7% | +282.9% | -254.2% | +17.4% |
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