+170.6%
CVX vs NWSA
+39.0%
+131.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | +0.7% | -4.8% | +5.4% | +1.7% |
| 30D | +9.1% | +3.0% | +6.2% | +8.4% |
| 3M | +13.1% | +9.3% | +3.8% | +10.7% |
| 6M | +16.3% | +23.2% | -6.9% | +10.5% |
| YTD | +43.5% | +13.3% | +30.2% | +38.8% |
| 1Y | +40.2% | +2.9% | +37.3% | +38.5% |
| 3Y | +44.2% | +43.3% | +0.9% | +30.8% |
| 5Y | +170.6% | +40.9% | +129.7% | +132.9% |
| All | +170.6% | +39.0% | +131.6% | +132.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling