+43.7%
CLX vs WING
+685.5%
-641.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.2% | +5.2% | +1.3% |
| 7D | +13.6% | +5.0% | +8.7% | +13.3% |
| 30D | +29.1% | +38.7% | -9.7% | +26.0% |
| 3M | +1.6% | +44.7% | -43.1% | -1.3% |
| 6M | +18.7% | +31.5% | -12.8% | +15.7% |
| YTD | +11.1% | -28.4% | +39.5% | +12.3% |
| 1Y | +7.0% | -28.2% | +35.2% | +8.1% |
| 3Y | -10.0% | -18.4% | +8.4% | -12.1% |
| 5Y | -22.6% | +5.2% | -27.9% | -27.7% |
| 10Y | +29.3% | +699.8% | -670.5% | +4.7% |
| All | +43.7% | +685.5% | -641.8% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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