+172.2%
CVX vs WFC
+131.0%
+41.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.4% |
| 7D | +1.0% | +0.4% | +0.5% | +0.8% |
| 30D | +10.7% | +2.5% | +8.2% | +9.9% |
| 3M | +15.5% | +10.0% | +5.5% | +12.4% |
| 6M | +14.9% | +15.1% | -0.2% | +10.0% |
| YTD | +44.2% | -2.2% | +46.4% | +44.3% |
| 1Y | +43.5% | +13.5% | +30.1% | +36.9% |
| 3Y | +45.0% | +135.2% | -90.3% | +7.9% |
| 5Y | +172.2% | +128.3% | +43.8% | +94.4% |
| All | +172.2% | +131.0% | +41.2% | +94.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling