+730.4%
SW vs CLX
+233.0%
+497.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.6% |
| 7D | +4.7% | +12.4% | -7.8% | +3.6% |
| 30D | +5.0% | +21.1% | -16.1% | +3.3% |
| 3M | -7.3% | -3.3% | -4.0% | -7.2% |
| 6M | +15.0% | +18.8% | -3.8% | +13.5% |
| YTD | +18.5% | +3.9% | +14.6% | +18.2% |
| 1Y | +27.1% | -3.8% | +30.9% | +27.2% |
| 3Y | +49.3% | -10.5% | +59.8% | +49.7% |
| 5Y | -1.6% | -26.7% | +25.0% | -1.2% |
| 10Y | +185.4% | +19.9% | +165.5% | +175.7% |
| All | +730.4% | +233.0% | +497.4% | +646.2% |
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 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