+126.8%
CVX vs SW
-1.6%
+128.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.8% |
| 7D | -8.0% | +4.7% | -12.7% | -8.2% |
| 30D | +2.6% | +5.0% | -2.4% | +2.3% |
| 3M | +15.2% | -7.3% | +22.6% | +15.5% |
| 6M | +12.5% | +15.0% | -2.5% | +11.2% |
| YTD | +43.6% | +18.5% | +25.1% | +41.0% |
| 1Y | +45.0% | +27.1% | +17.8% | +41.5% |
| 3Y | +63.5% | +49.3% | +14.2% | +58.5% |
| 5Y | +126.8% | -1.6% | +128.4% | +111.1% |
| All | +126.8% | -1.6% | +128.4% | +111.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling