+21,462.4%
SHW vs CLX
+2,867.3%
+18,595.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.6% |
| 7D | +1.9% | +9.5% | -7.6% | -0.8% |
| 30D | +8.1% | +30.7% | -22.6% | -0.3% |
| 3M | -2.8% | +4.2% | -7.0% | -4.2% |
| 6M | +15.0% | +22.1% | -7.1% | +8.1% |
| YTD | +9.0% | +14.1% | -5.1% | +4.1% |
| 1Y | +4.5% | +10.3% | -5.8% | +0.7% |
| 3Y | +41.9% | -7.8% | +49.7% | +42.8% |
| 5Y | +10.7% | -20.8% | +31.6% | +14.5% |
| 10Y | +340.4% | +31.9% | +308.5% | +280.4% |
| All | +21,462.4% | +2,867.3% | +18,595.1% | +7,065.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling