+48.0%
CVX vs NWSA
+44.1%
+3.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | +1.0% | -3.1% | +4.0% | +1.5% |
| 30D | +10.7% | +4.3% | +6.4% | +9.8% |
| 3M | +15.5% | +9.2% | +6.3% | +13.4% |
| 6M | +14.9% | +21.6% | -6.7% | +9.9% |
| YTD | +44.2% | +14.2% | +30.0% | +39.9% |
| 1Y | +43.5% | +1.8% | +41.8% | +43.6% |
| All | +48.0% | +44.1% | +3.9% | +34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling