+217.2%
CVX vs WFC
+143.5%
+73.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.2% | -0.4% |
| 7D | +0.7% | +0.3% | +0.4% | +0.5% |
| 30D | +9.1% | +2.3% | +6.8% | +7.9% |
| 3M | +13.1% | +9.8% | +3.3% | +7.9% |
| 6M | +16.3% | +15.6% | +0.7% | +7.5% |
| YTD | +43.5% | -2.4% | +45.9% | +42.8% |
| 1Y | +40.2% | +13.8% | +26.3% | +29.0% |
| 3Y | +44.2% | +134.6% | -90.4% | -11.0% |
| 5Y | +170.6% | +127.9% | +42.7% | +60.2% |
| All | +217.2% | +143.5% | +73.7% | +66.2% |
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