+203.0%
CVX vs W
+217.9%
-14.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.9% |
| 7D | -1.7% | -7.4% | +5.7% | -1.2% |
| 30D | -0.8% | +7.8% | -8.6% | -1.5% |
| 3M | +9.4% | +10.9% | -1.5% | +8.3% |
| 6M | +17.5% | +86.4% | -68.9% | +10.6% |
| YTD | +43.8% | +14.0% | +29.9% | +39.7% |
| 1Y | +41.9% | +3.5% | +38.4% | +38.7% |
| 3Y | +69.1% | +164.8% | -95.6% | +45.9% |
| 5Y | +128.3% | -53.1% | +181.4% | +116.0% |
| 10Y | +204.9% | +220.4% | -15.5% | +102.3% |
| All | +203.0% | +217.9% | -14.9% | +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 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