+273.5%
SHW vs CLX
-2.6%
+276.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | 0.0% | -0.7% |
| 7D | -4.5% | -5.9% | +1.4% | -2.7% |
| 30D | -12.7% | -17.0% | +4.3% | -7.6% |
| 3M | +4.7% | -9.6% | +14.3% | +7.9% |
| 6M | -3.4% | -21.5% | +18.1% | +3.4% |
| YTD | -1.3% | -8.8% | +7.5% | +1.0% |
| 1Y | -10.4% | -24.7% | +14.3% | -3.2% |
| 3Y | +20.1% | -35.6% | +55.7% | +34.1% |
| 5Y | +10.5% | -37.6% | +48.1% | +21.9% |
| All | +273.5% | -2.6% | +276.1% | +282.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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