+214.5%
CVX vs WFC
+117.8%
+96.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.5% |
| 7D | +3.4% | +2.5% | +0.9% | +2.3% |
| 30D | -1.0% | +7.0% | -8.0% | -4.1% |
| 3M | +12.2% | -1.8% | +14.0% | +12.6% |
| 6M | +20.3% | +18.4% | +1.9% | +10.3% |
| YTD | +48.3% | -5.6% | +53.9% | +49.2% |
| 1Y | +46.9% | +3.9% | +43.0% | +41.1% |
| 3Y | +73.1% | +126.3% | -53.2% | +7.7% |
| 5Y | +135.2% | +91.1% | +44.1% | +52.9% |
| All | +214.5% | +117.8% | +96.7% | +68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WFC.
Daily Out/Under-Performance
Portfolio return minus WFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WFC 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 WFC 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