+198.6%
CVX vs SWKS
+37.5%
+161.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.6% | -1.0% |
| 7D | -7.5% | -2.7% | -4.7% | -6.8% |
| 30D | -0.6% | +8.5% | -9.1% | -2.5% |
| 3M | +14.0% | +17.3% | -3.3% | +8.6% |
| 6M | +18.1% | +25.1% | -7.0% | +8.9% |
| YTD | +42.2% | +33.3% | +8.8% | +27.5% |
| 1Y | +41.3% | +22.9% | +18.4% | +29.4% |
| 3Y | +68.3% | +5.5% | +62.8% | +51.2% |
| 5Y | +122.0% | -41.9% | +163.9% | +132.7% |
| 10Y | +198.6% | +32.4% | +166.1% | +125.6% |
| All | +198.6% | +37.5% | +161.0% | +125.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 10y: compounded portfolio wealth divided by compounded SWKS 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…
10y analysis · Full analysis span regression · 6 months rolling