-1.6%
SW vs CLX
-26.7%
+25.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.6% |
| 7D | +4.7% | +12.4% | -7.8% | +2.9% |
| 30D | +5.0% | +21.1% | -16.1% | +2.1% |
| 3M | -7.3% | -3.3% | -4.0% | -7.2% |
| 6M | +15.0% | +18.8% | -3.8% | +12.5% |
| YTD | +18.5% | +3.9% | +14.6% | +18.2% |
| 1Y | +27.1% | -3.8% | +30.9% | +27.1% |
| 3Y | +49.3% | -10.5% | +59.8% | +50.4% |
| 5Y | -1.6% | -26.7% | +25.0% | -5.2% |
| All | -1.6% | -26.7% | +25.1% | -5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling