-10.0%
CLX vs WAB
+175.0%
-185.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.7% |
| 7D | +13.6% | +4.0% | +9.6% | +12.9% |
| 30D | +29.1% | +6.3% | +22.7% | +27.7% |
| 3M | +1.6% | +3.3% | -1.7% | +0.9% |
| 6M | +18.7% | +14.5% | +4.2% | +15.9% |
| YTD | +11.1% | +42.7% | -31.6% | +5.5% |
| 1Y | +7.0% | +45.2% | -38.2% | +1.4% |
| 3Y | -10.0% | +173.8% | -183.8% | -25.5% |
| All | -10.0% | +175.0% | -185.0% | -25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling