-33.6%
CLX vs WWD
+164.2%
-197.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -1.3% |
| 7D | -3.5% | +0.8% | -4.3% | -3.6% |
| 30D | -11.9% | -6.4% | -5.4% | -11.3% |
| 3M | -2.6% | -5.6% | +3.0% | -2.2% |
| 6M | -18.2% | -9.1% | -9.1% | -17.6% |
| YTD | -5.9% | +12.5% | -18.4% | -6.6% |
| 1Y | -23.8% | +41.3% | -65.2% | -25.7% |
| 3Y | -33.6% | +170.2% | -203.8% | -42.1% |
| All | -33.6% | +164.2% | -197.7% | -42.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling