+219.2%
CVX vs WEC
+146.6%
+72.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +2.6% | -0.6% | +3.2% | +2.8% |
| 30D | +9.8% | -2.6% | +12.5% | +10.6% |
| 3M | +16.2% | -6.0% | +22.2% | +18.2% |
| 6M | +13.6% | -5.4% | +19.0% | +15.2% |
| YTD | +44.4% | +2.5% | +41.9% | +42.9% |
| 1Y | +40.6% | -0.7% | +41.3% | +40.3% |
| 3Y | +48.2% | +38.7% | +9.5% | +32.5% |
| 5Y | +172.3% | +31.7% | +140.6% | +144.5% |
| All | +219.2% | +146.6% | +72.6% | +152.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 10y: compounded portfolio wealth divided by compounded WEC 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…
10y analysis · Full analysis span regression · 6 months rolling