+4,942.5%
CVX vs GWW
+16,336.7%
-11,394.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.9% |
| 7D | +3.4% | +3.6% | -0.1% | +2.2% |
| 30D | -1.0% | +12.1% | -13.1% | -4.8% |
| 3M | +12.2% | +12.9% | -0.7% | +7.4% |
| 6M | +20.3% | +19.3% | +1.0% | +12.8% |
| YTD | +48.3% | +48.7% | -0.4% | +28.3% |
| 1Y | +46.9% | +60.5% | -13.6% | +23.8% |
| 3Y | +73.1% | +93.3% | -20.2% | +35.5% |
| 5Y | +135.2% | +219.0% | -83.7% | +52.4% |
| 10Y | +214.4% | +659.0% | -444.6% | +48.9% |
| All | +4,942.5% | +16,336.7% | -11,394.2% | +1,088.9% |
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 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