+40.6%
CVX vs WFC
+15.0%
+25.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.6% |
| 7D | +2.6% | +0.4% | +2.3% | +2.6% |
| 30D | +9.8% | +1.5% | +8.3% | +9.9% |
| 3M | +16.2% | +10.2% | +6.0% | +16.3% |
| 6M | +13.6% | +18.8% | -5.2% | +14.0% |
| YTD | +44.4% | -1.5% | +45.9% | +47.4% |
| 1Y | +40.6% | +13.5% | +27.0% | +40.0% |
| All | +40.6% | +15.0% | +25.6% | +40.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling