+45.3%
CVX vs WETO
-99.4%
+144.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.4% | +6.0% | +0.6% |
| 7D | +2.6% | -4.3% | +6.9% | +2.6% |
| 30D | +9.8% | -39.9% | +49.7% | +8.6% |
| 3M | +16.2% | -97.9% | +114.1% | +13.4% |
| 6M | +13.6% | -95.0% | +108.7% | +10.6% |
| YTD | +44.4% | -97.2% | +141.5% | +40.8% |
| 1Y | +40.6% | -98.9% | +139.5% | +37.5% |
| All | +45.3% | -99.4% | +144.7% | +45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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