+2,706.1%
CVX vs WAB
+4,316.0%
-1,609.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.5% | +1.9% |
| 7D | +3.4% | +5.1% | -1.6% | +2.0% |
| 30D | -1.0% | +4.0% | -5.0% | -2.3% |
| 3M | +12.2% | +0.1% | +12.1% | +11.7% |
| 6M | +20.3% | +12.8% | +7.6% | +15.4% |
| YTD | +48.3% | +40.1% | +8.2% | +33.1% |
| 1Y | +46.9% | +46.4% | +0.5% | +30.1% |
| 3Y | +73.1% | +167.4% | -94.3% | +28.3% |
| 5Y | +135.2% | +215.0% | -79.8% | +64.8% |
| 10Y | +214.4% | +269.2% | -54.8% | +104.0% |
| All | +2,706.1% | +4,316.0% | -1,609.9% | +1,055.5% |
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