+166.0%
CVX vs WELL
+215.5%
-49.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.5% |
| 7D | -0.6% | -1.3% | +0.7% | -0.4% |
| 30D | +13.4% | +0.5% | +12.9% | +13.3% |
| 3M | +11.8% | +19.1% | -7.2% | +8.6% |
| 6M | +12.4% | +17.0% | -4.5% | +9.2% |
| YTD | +41.5% | +29.2% | +12.3% | +34.8% |
| 1Y | +41.6% | +42.1% | -0.5% | +32.1% |
| 3Y | +42.2% | +204.5% | -162.3% | +10.9% |
| 5Y | +166.0% | +211.0% | -45.0% | +110.0% |
| All | +166.0% | +215.5% | -49.5% | +110.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WELL.
Daily Out/Under-Performance
Portfolio return minus WELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WELL 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 WELL 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