+47.0%
CVX vs NWSA
+18.2%
+28.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.7% | -7.4% | -3.4% |
| 7D | -5.3% | +4.3% | -9.6% | -5.0% |
| 30D | +5.1% | +5.6% | -0.5% | +5.5% |
| 3M | +14.9% | +7.3% | +7.7% | +15.5% |
| 6M | +14.9% | +18.8% | -4.0% | +16.1% |
| YTD | +46.3% | +17.9% | +28.4% | +48.1% |
| 1Y | +47.0% | +19.3% | +27.7% | +48.5% |
| All | +47.0% | +18.2% | +28.8% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling