+162.6%
CVX vs SW
-2.3%
+165.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.5% | -1.3% |
| 7D | +3.3% | -5.1% | +8.4% | +3.6% |
| 30D | +12.9% | -4.6% | +17.5% | +13.1% |
| 3M | +11.7% | +9.4% | +2.3% | +10.9% |
| 6M | +14.1% | +3.5% | +10.6% | +13.7% |
| YTD | +40.7% | +22.0% | +18.7% | +38.1% |
| 1Y | +37.5% | +2.2% | +35.3% | +36.5% |
| 3Y | +43.9% | +19.6% | +24.3% | +41.0% |
| All | +162.6% | -2.3% | +165.0% | +148.9% |
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