+172.2%
CVX vs WAB
+224.0%
-51.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.3% |
| 7D | +1.0% | +0.2% | +0.7% | +0.9% |
| 30D | +10.7% | -4.6% | +15.2% | +12.0% |
| 3M | +15.5% | +5.6% | +9.8% | +13.0% |
| 6M | +14.9% | +13.8% | +1.1% | +9.0% |
| YTD | +44.2% | +31.9% | +12.3% | +29.5% |
| 1Y | +43.5% | +48.3% | -4.7% | +23.1% |
| 3Y | +45.0% | +167.1% | -122.2% | -3.2% |
| 5Y | +172.2% | +222.9% | -50.7% | +62.0% |
| All | +172.2% | +224.0% | -51.8% | +62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 5y: compounded portfolio wealth divided by compounded WAB 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…
5y analysis · Full analysis span regression · 6 months rolling