+216.7%
CVX vs NWSA
+102.5%
+114.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.7% | -1.0% | +0.7% |
| 7D | +3.4% | +2.2% | +1.2% | +2.6% |
| 30D | -1.0% | -8.8% | +7.8% | +1.8% |
| 3M | +12.2% | -6.5% | +18.7% | +14.0% |
| 6M | +20.3% | +1.5% | +18.8% | +17.9% |
| YTD | +48.3% | +4.0% | +44.3% | +42.8% |
| 1Y | +46.9% | +3.4% | +43.5% | +41.6% |
| 3Y | +73.1% | +34.8% | +38.3% | +47.4% |
| 5Y | +135.2% | +18.4% | +116.9% | +103.4% |
| 10Y | +214.4% | +149.2% | +65.2% | +78.9% |
| All | +216.7% | +102.5% | +114.2% | +90.7% |
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