+67.3%
CVX vs SW
+42.5%
+24.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.1% | -7.8% | -3.8% |
| 7D | -5.3% | +12.1% | -17.4% | -5.8% |
| 30D | +5.1% | +6.6% | -1.5% | +4.8% |
| 3M | +14.9% | -6.0% | +21.0% | +15.2% |
| 6M | +14.9% | +21.5% | -6.6% | +12.5% |
| YTD | +46.3% | +20.3% | +26.0% | +42.3% |
| 1Y | +47.0% | +28.1% | +18.9% | +41.6% |
| All | +67.3% | +42.5% | +24.8% | +60.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling