+42.3%
CLX vs WING
+719.8%
-677.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +8.4% | -2.8% | +5.0% |
| 7D | +17.4% | +8.6% | +8.8% | +16.7% |
| 30D | +27.8% | +44.8% | -17.0% | +24.4% |
| 3M | +3.0% | +51.9% | -48.9% | -0.3% |
| 6M | +17.5% | +37.2% | -19.7% | +14.2% |
| YTD | +10.0% | -25.3% | +35.3% | +10.9% |
| 1Y | +3.3% | -25.1% | +28.4% | +4.0% |
| 3Y | -10.1% | -12.9% | +2.8% | -12.7% |
| 5Y | -23.7% | +12.0% | -35.7% | -29.0% |
| 10Y | +24.9% | +716.5% | -691.6% | +0.9% |
| All | +42.3% | +719.8% | -677.6% | +13.5% |
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