+166.0%
CVX vs WAT
-4.5%
+170.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.8% |
| 7D | -0.6% | -0.7% | +0.1% | -0.5% |
| 30D | +13.4% | -1.0% | +14.4% | +13.5% |
| 3M | +11.8% | +10.9% | +0.9% | +10.1% |
| 6M | +12.4% | +33.2% | -20.7% | +7.3% |
| YTD | +41.5% | +6.1% | +35.4% | +39.7% |
| 1Y | +41.6% | +30.2% | +11.4% | +34.4% |
| 3Y | +42.2% | +52.9% | -10.6% | +29.9% |
| 5Y | +166.0% | -5.1% | +171.1% | +151.3% |
| All | +166.0% | -4.5% | +170.4% | +151.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling