+189.7%
SW vs CLX
+18.4%
+171.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.7% | -1.6% | +3.5% |
| 7D | +12.1% | +14.2% | -2.1% | +10.7% |
| 30D | +6.6% | +22.7% | -16.1% | +4.6% |
| 3M | -6.0% | -2.8% | -3.2% | -6.0% |
| 6M | +21.5% | +17.7% | +3.8% | +19.9% |
| YTD | +20.3% | +3.3% | +17.0% | +20.1% |
| 1Y | +28.1% | -5.6% | +33.8% | +28.2% |
| 3Y | +51.6% | -11.0% | +62.6% | +52.1% |
| 5Y | -0.1% | -27.6% | +27.5% | -0.1% |
| All | +189.7% | +18.4% | +171.3% | +187.2% |
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