+203.4%
CVX vs SWKS
+33.1%
+170.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.4% |
| 7D | -9.7% | -6.2% | -3.6% | -8.3% |
| 30D | +3.6% | -1.5% | +5.1% | +3.9% |
| 3M | +13.3% | +23.0% | -9.6% | +6.7% |
| 6M | +16.9% | +27.6% | -10.7% | +7.1% |
| YTD | +43.4% | +32.3% | +11.1% | +28.8% |
| 1Y | +44.5% | +20.1% | +24.4% | +33.1% |
| 3Y | +64.0% | +0.6% | +63.3% | +49.4% |
| 5Y | +126.4% | -42.3% | +168.7% | +137.7% |
| All | +203.4% | +33.1% | +170.3% | +129.6% |
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