+217.2%
CVX vs W
+155.6%
+61.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | -0.3% |
| 7D | +0.7% | +0.5% | +0.2% | +0.6% |
| 30D | +9.1% | -5.6% | +14.7% | +9.5% |
| 3M | +13.1% | +41.9% | -28.8% | +8.8% |
| 6M | +16.3% | +30.2% | -14.0% | +11.9% |
| YTD | +43.5% | -2.9% | +46.4% | +41.2% |
| 1Y | +40.2% | +11.6% | +28.6% | +35.3% |
| 3Y | +44.2% | +37.0% | +7.3% | +30.2% |
| 5Y | +170.6% | -62.8% | +233.5% | +164.0% |
| All | +217.2% | +155.6% | +61.6% | +100.7% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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