+204.9%
CVX vs WM
+332.5%
-127.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.3% | +0.3% |
| 7D | -1.7% | +0.8% | -2.5% | -2.1% |
| 30D | -0.8% | +13.8% | -14.6% | -7.8% |
| 3M | +9.4% | +6.4% | +3.0% | +5.4% |
| 6M | +17.5% | +13.2% | +4.3% | +9.1% |
| YTD | +43.8% | +10.8% | +33.1% | +34.6% |
| 1Y | +41.9% | +20.2% | +21.7% | +26.7% |
| 3Y | +69.1% | +46.5% | +22.7% | +29.5% |
| 5Y | +128.3% | +61.3% | +67.0% | +59.4% |
| 10Y | +204.9% | +324.8% | -119.8% | +27.9% |
| All | +204.9% | +332.5% | -127.6% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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