+2,449.0%
CVX vs WAT
+10,816.8%
-8,367.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.1% |
| 7D | +3.3% | -1.3% | +4.6% | +3.6% |
| 30D | +12.9% | +2.3% | +10.5% | +12.3% |
| 3M | +11.7% | +8.7% | +3.0% | +9.7% |
| 6M | +14.1% | +28.3% | -14.2% | +7.9% |
| YTD | +40.7% | +7.8% | +32.9% | +37.0% |
| 1Y | +37.5% | +36.6% | +0.9% | +27.5% |
| 3Y | +43.9% | +45.7% | -1.7% | +29.4% |
| 5Y | +161.5% | -3.3% | +164.8% | +150.6% |
| 10Y | +215.1% | +162.1% | +53.0% | +148.9% |
| All | +2,449.0% | +10,816.8% | -8,367.8% | +1,237.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling