+219.2%
CVX vs GWW
+570.2%
-351.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.4% |
| 7D | +2.6% | -3.4% | +6.0% | +3.9% |
| 30D | +9.8% | -1.9% | +11.7% | +10.5% |
| 3M | +16.2% | -2.4% | +18.6% | +16.8% |
| 6M | +13.6% | +15.7% | -2.1% | +6.3% |
| YTD | +44.4% | +27.6% | +16.8% | +29.5% |
| 1Y | +40.6% | +27.2% | +13.4% | +26.0% |
| 3Y | +48.2% | +89.7% | -41.5% | +10.7% |
| 5Y | +172.3% | +223.9% | -51.7% | +56.2% |
| All | +219.2% | +570.2% | -351.0% | +43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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