+31.8%
CLX vs WWD
+439.4%
-407.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.2% |
| 7D | +9.5% | +4.0% | +5.5% | +9.3% |
| 30D | +30.7% | +0.4% | +30.3% | +30.6% |
| 3M | +4.2% | -7.9% | +12.1% | +4.6% |
| 6M | +22.1% | -10.6% | +32.8% | +22.6% |
| YTD | +14.1% | +9.4% | +4.7% | +13.7% |
| 1Y | +10.3% | +25.7% | -15.4% | +9.3% |
| 3Y | -7.8% | +148.5% | -156.3% | -11.1% |
| 5Y | -20.8% | +189.5% | -210.4% | -24.6% |
| All | +31.8% | +439.4% | -407.6% | +21.1% |
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