+1,282.9%
CLX vs WAB
+4,092.2%
-2,809.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.4% |
| 7D | -9.2% | -3.2% | -6.0% | -8.9% |
| 30D | -11.0% | -4.4% | -6.6% | -10.6% |
| 3M | +5.0% | +7.9% | -2.8% | +4.1% |
| 6M | -18.8% | +8.7% | -27.5% | -19.6% |
| YTD | -4.4% | +33.0% | -37.4% | -7.3% |
| 1Y | -21.9% | +46.7% | -68.5% | -25.0% |
| 3Y | -32.8% | +153.0% | -185.7% | -39.3% |
| 5Y | -34.6% | +222.3% | -256.8% | -42.6% |
| 10Y | -4.7% | +291.0% | -295.7% | -21.1% |
| All | +1,282.9% | +4,092.2% | -2,809.4% | +751.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling