+2,562.0%
CVX vs WAB
+4,092.2%
-1,530.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.5% |
| 7D | +3.3% | -3.2% | +6.5% | +4.2% |
| 30D | +12.9% | -4.4% | +17.3% | +14.2% |
| 3M | +11.7% | +7.9% | +3.9% | +8.9% |
| 6M | +14.1% | +8.7% | +5.4% | +10.3% |
| YTD | +40.7% | +33.0% | +7.7% | +28.4% |
| 1Y | +37.5% | +46.7% | -9.2% | +21.8% |
| 3Y | +43.9% | +153.0% | -109.1% | +8.4% |
| 5Y | +161.5% | +222.3% | -60.8% | +82.6% |
| 10Y | +215.1% | +291.0% | -75.9% | +102.8% |
| All | +2,562.0% | +4,092.2% | -1,530.2% | +1,015.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling