+4,790.9%
CVX vs WFC
+8,319.1%
-3,528.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +0.9% | +1.0% |
| 7D | -1.7% | -1.3% | -0.4% | -1.3% |
| 30D | -0.8% | +3.6% | -4.4% | -2.0% |
| 3M | +9.4% | -1.3% | +10.7% | +9.5% |
| 6M | +17.5% | +18.0% | -0.4% | +11.4% |
| YTD | +43.8% | -5.9% | +49.7% | +44.6% |
| 1Y | +41.9% | +1.8% | +40.1% | +39.3% |
| 3Y | +69.1% | +125.0% | -55.9% | +29.2% |
| 5Y | +128.3% | +92.0% | +36.3% | +79.2% |
| 10Y | +204.9% | +117.9% | +87.0% | +124.3% |
| All | +4,790.9% | +8,319.1% | -3,528.1% | +1,555.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling