-25.4%
CLX vs WAB
+47.7%
-73.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -1.9% |
| 7D | -4.9% | +0.2% | -5.2% | -5.0% |
| 30D | -15.8% | -4.6% | -11.3% | -15.1% |
| 3M | -7.9% | +5.6% | -13.6% | -9.0% |
| 6M | -19.0% | +13.8% | -32.9% | -21.2% |
| YTD | -7.9% | +31.9% | -39.8% | -10.4% |
| 1Y | -25.4% | +48.3% | -73.6% | -26.3% |
| All | -25.4% | +47.7% | -73.1% | -26.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling