+196.3%
CVX vs W
+176.2%
+20.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.5% | -3.8% | -1.5% |
| 7D | +3.3% | -4.2% | +7.5% | +3.6% |
| 30D | +12.9% | -7.6% | +20.4% | +13.4% |
| 3M | +11.7% | +37.2% | -25.4% | +8.0% |
| 6M | +14.1% | +26.3% | -12.2% | +10.5% |
| YTD | +40.7% | -1.0% | +41.7% | +38.4% |
| 1Y | +37.5% | +20.1% | +17.4% | +32.2% |
| 3Y | +43.9% | +37.8% | +6.1% | +31.0% |
| 5Y | +161.5% | -63.7% | +225.1% | +153.4% |
| 10Y | +215.1% | +156.3% | +58.8% | +112.3% |
| All | +196.3% | +176.2% | +20.1% | +98.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling