+327.7%
CVX vs SW
+755.0%
-427.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.5% | -1.3% |
| 7D | +3.3% | -5.1% | +8.4% | +3.5% |
| 30D | +12.9% | -4.6% | +17.5% | +13.1% |
| 3M | +11.7% | +9.4% | +2.3% | +11.1% |
| 6M | +14.1% | +3.5% | +10.6% | +13.6% |
| YTD | +40.7% | +22.0% | +18.7% | +38.8% |
| 1Y | +37.5% | +2.2% | +35.3% | +36.7% |
| 3Y | +43.9% | +19.6% | +24.3% | +41.4% |
| 5Y | +161.5% | -2.3% | +163.8% | +155.8% |
| 10Y | +215.1% | +181.4% | +33.8% | +195.8% |
| All | +327.7% | +755.0% | -427.3% | +307.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling