+755.0%
SW vs CLX
+206.4%
+548.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.4% |
| 7D | -5.1% | -9.2% | +4.1% | -4.4% |
| 30D | -4.6% | -11.0% | +6.5% | -3.7% |
| 3M | +9.4% | +5.0% | +4.3% | +9.1% |
| 6M | +3.5% | -18.8% | +22.3% | +4.7% |
| YTD | +22.0% | -4.4% | +26.4% | +22.6% |
| 1Y | +2.2% | -21.9% | +24.1% | +3.5% |
| 3Y | +19.6% | -32.8% | +52.3% | +21.4% |
| 5Y | -2.3% | -34.6% | +32.2% | -1.1% |
| 10Y | +181.4% | -4.7% | +186.1% | +176.4% |
| All | +755.0% | +206.4% | +548.7% | +674.2% |
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