+2,660.9%
CVX vs WAB
+4,353.8%
-1,692.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.8% |
| 7D | +1.6% | +7.9% | -6.3% | -0.5% |
| 30D | -0.6% | +4.9% | -5.5% | -2.2% |
| 3M | +11.0% | +1.8% | +9.2% | +10.1% |
| 6M | +18.4% | +12.0% | +6.5% | +13.8% |
| YTD | +45.9% | +41.3% | +4.6% | +30.6% |
| 1Y | +46.7% | +43.8% | +2.8% | +30.5% |
| 3Y | +71.6% | +171.1% | -99.5% | +26.7% |
| 5Y | +131.4% | +217.7% | -86.3% | +61.8% |
| 10Y | +209.3% | +272.3% | -63.0% | +100.2% |
| All | +2,660.9% | +4,353.8% | -1,692.9% | +1,034.3% |
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