+14.1%
CVX vs SW
+4.3%
+9.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.5% | -0.9% |
| 7D | +3.3% | -5.1% | +8.4% | +1.9% |
| 30D | +12.9% | -4.6% | +17.5% | +11.6% |
| 3M | +11.7% | +9.4% | +2.3% | +15.3% |
| 6M | +14.1% | +3.5% | +10.6% | +19.4% |
| All | +14.1% | +4.3% | +9.9% | +19.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling