+137.4%
CVX vs TW
+206.7%
-69.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.9% |
| 7D | +2.6% | -4.5% | +7.1% | +3.9% |
| 30D | +9.8% | -2.3% | +12.1% | +10.4% |
| 3M | +16.2% | +2.6% | +13.6% | +14.7% |
| 6M | +13.6% | -17.5% | +31.2% | +19.0% |
| YTD | +44.4% | -5.3% | +49.7% | +44.9% |
| 1Y | +40.6% | -14.8% | +55.4% | +45.2% |
| 3Y | +48.2% | +18.8% | +29.3% | +34.9% |
| 5Y | +172.3% | +20.7% | +151.5% | +140.1% |
| All | +137.4% | +206.7% | -69.3% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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