+170.6%
CVX vs GWW
+219.8%
-49.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | +0.7% | -3.1% | +3.8% | +1.5% |
| 30D | +9.1% | -2.3% | +11.5% | +9.7% |
| 3M | +13.1% | -3.3% | +16.4% | +13.7% |
| 6M | +16.3% | +15.4% | +0.9% | +11.1% |
| YTD | +43.5% | +26.7% | +16.7% | +33.1% |
| 1Y | +40.2% | +29.0% | +11.2% | +29.1% |
| 3Y | +44.2% | +89.0% | -44.7% | +18.0% |
| 5Y | +170.6% | +221.8% | -51.2% | +81.0% |
| All | +170.6% | +219.8% | -49.1% | +81.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling