+200.5%
CVX vs NWSA
+127.4%
+73.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -0.6% |
| 7D | +3.3% | -1.9% | +5.2% | +4.1% |
| 30D | +12.9% | +4.6% | +8.3% | +10.9% |
| 3M | +11.7% | +13.2% | -1.5% | +6.1% |
| 6M | +14.1% | +27.0% | -12.8% | +3.3% |
| YTD | +40.7% | +16.8% | +23.9% | +30.8% |
| 1Y | +37.5% | +4.5% | +33.0% | +32.9% |
| 3Y | +43.9% | +46.2% | -2.3% | +19.7% |
| 5Y | +161.5% | +40.9% | +120.5% | +112.0% |
| 10Y | +215.1% | +145.1% | +70.0% | +81.5% |
| All | +200.5% | +127.4% | +73.0% | +74.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling