+4,711.1%
CVX vs GWW
+14,103.4%
-9,392.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.2% | +1.5% |
| 7D | -0.6% | -1.5% | +0.9% | -0.1% |
| 30D | +13.4% | +1.1% | +12.3% | +13.0% |
| 3M | +11.8% | -1.0% | +12.8% | +11.8% |
| 6M | +12.4% | +16.3% | -3.9% | +6.0% |
| YTD | +41.5% | +28.5% | +13.0% | +28.8% |
| 1Y | +41.6% | +30.3% | +11.3% | +28.1% |
| 3Y | +42.2% | +91.6% | -49.4% | +11.6% |
| 5Y | +166.0% | +224.0% | -58.0% | +71.3% |
| 10Y | +207.2% | +551.3% | -344.1% | +53.2% |
| All | +4,711.1% | +14,103.4% | -9,392.2% | +1,093.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling