-35.7%
CLX vs WWD
+192.1%
-227.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.0% |
| 1Y | -23.8% | +41.3% | -65.2% | -26.4% |
| 3Y | -33.6% | +170.2% | -203.8% | -40.7% |
| 5Y | -35.7% | +192.5% | -228.2% | -45.8% |
| All | -35.7% | +192.1% | -227.8% | -45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling