+217.2%
CVX vs WAT
+166.5%
+50.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | +0.7% | -2.9% | +3.6% | +1.5% |
| 30D | +9.1% | -3.2% | +12.4% | +10.0% |
| 3M | +13.1% | +10.6% | +2.5% | +9.6% |
| 6M | +16.3% | +34.0% | -17.8% | +5.4% |
| YTD | +43.5% | +5.7% | +37.8% | +38.9% |
| 1Y | +40.2% | +37.1% | +3.1% | +24.3% |
| 3Y | +44.2% | +52.4% | -8.1% | +17.6% |
| 5Y | +170.6% | -4.4% | +175.0% | +159.0% |
| All | +217.2% | +166.5% | +50.7% | +96.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded WAT 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling