+130.0%
CVX vs NWSA
+18.8%
+111.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.7% | -1.0% | +1.1% |
| 7D | +3.4% | +2.2% | +1.2% | +3.0% |
| 30D | -1.0% | -8.8% | +7.8% | +0.5% |
| 3M | +12.2% | -6.5% | +18.7% | +13.1% |
| 6M | +20.3% | +1.5% | +18.8% | +19.0% |
| YTD | +48.3% | +4.0% | +44.3% | +45.4% |
| 1Y | +46.9% | +3.4% | +43.5% | +44.2% |
| 3Y | +73.1% | +34.8% | +38.3% | +58.7% |
| All | +130.0% | +18.8% | +111.3% | +109.3% |
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