+722.8%
CVX vs WBD
+291.3%
+431.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.0% | +0.7% |
| 7D | -0.6% | -0.7% | +0.1% | -0.4% |
| 30D | +13.4% | +5.0% | +8.4% | +12.0% |
| 3M | +11.8% | +6.2% | +5.6% | +10.0% |
| 6M | +12.4% | +0.6% | +11.8% | +12.0% |
| YTD | +41.5% | -2.4% | +43.9% | +42.0% |
| 1Y | +41.6% | +127.7% | -86.1% | +11.8% |
| 3Y | +42.2% | +148.4% | -106.2% | +2.3% |
| 5Y | +166.0% | +4.2% | +161.7% | +125.1% |
| 10Y | +207.2% | +10.8% | +196.4% | +118.7% |
| All | +722.8% | +291.3% | +431.6% | +218.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 WBD 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