+128.3%
CVX vs WEC
+53.2%
+75.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | -1.7% | -0.5% | -1.2% | -1.6% |
| 30D | -0.8% | +12.0% | -12.8% | -3.2% |
| 3M | +9.4% | +11.1% | -1.7% | +6.8% |
| 6M | +17.5% | +6.0% | +11.5% | +15.9% |
| YTD | +43.8% | +14.3% | +29.6% | +39.3% |
| 1Y | +41.9% | +8.0% | +33.9% | +39.1% |
| 3Y | +69.1% | +62.8% | +6.3% | +49.6% |
| 5Y | +128.3% | +55.3% | +73.0% | +101.5% |
| All | +128.3% | +53.2% | +75.1% | +101.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling