+203.4%
CVX vs SW
+182.7%
+20.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.8% | -0.1% |
| 7D | -9.7% | +2.3% | -12.0% | -9.9% |
| 30D | +3.6% | +6.8% | -3.1% | +3.1% |
| 3M | +13.3% | -5.2% | +18.5% | +13.6% |
| 6M | +16.9% | +7.4% | +9.5% | +15.6% |
| YTD | +43.4% | +17.4% | +26.0% | +40.0% |
| 1Y | +44.5% | +27.1% | +17.4% | +39.9% |
| 3Y | +64.0% | +47.9% | +16.1% | +55.3% |
| 5Y | +126.4% | -2.6% | +129.0% | +116.9% |
| All | +203.4% | +182.7% | +20.7% | +155.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 10y: compounded portfolio wealth divided by compounded SW 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…
10y analysis · Full analysis span regression · 6 months rolling