-1.4%
CLX vs WWD
+479.8%
-481.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.1% |
| 7D | -4.9% | +0.6% | -5.6% | -5.0% |
| 30D | -15.8% | -5.1% | -10.7% | -15.6% |
| 3M | -7.9% | -11.2% | +3.3% | -7.5% |
| 6M | -19.0% | -12.0% | -7.0% | -18.6% |
| YTD | -7.9% | +12.0% | -19.9% | -8.3% |
| 1Y | -25.4% | +42.8% | -68.2% | -26.4% |
| 3Y | -35.0% | +168.9% | -204.0% | -37.5% |
| 5Y | -36.8% | +192.2% | -229.0% | -39.8% |
| 10Y | -1.4% | +495.3% | -496.7% | -11.2% |
| All | -1.4% | +479.8% | -481.2% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 10y: compounded portfolio wealth divided by compounded WWD 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…
10y analysis · Full analysis span regression · 6 months rolling