+67.9%
CVX vs WFC
+125.8%
-57.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +0.9% | +1.0% |
| 7D | -1.7% | -1.3% | -0.4% | -1.5% |
| 30D | -0.8% | +3.6% | -4.4% | -1.6% |
| 3M | +9.4% | -1.3% | +10.7% | +9.5% |
| 6M | +17.5% | +18.0% | -0.4% | +13.0% |
| YTD | +43.8% | -5.9% | +49.7% | +45.5% |
| 1Y | +41.9% | +1.8% | +40.1% | +40.4% |
| All | +67.9% | +125.8% | -57.9% | +24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling