+198.6%
CVX vs WM
+337.2%
-138.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -7.5% | -0.5% | -7.0% | -7.3% |
| 30D | -0.6% | +13.3% | -13.9% | -7.3% |
| 3M | +14.0% | +4.4% | +9.6% | +10.9% |
| 6M | +18.1% | +10.8% | +7.3% | +10.9% |
| YTD | +42.2% | +9.1% | +33.1% | +34.2% |
| 1Y | +41.3% | +19.1% | +22.2% | +26.8% |
| 3Y | +68.3% | +45.7% | +22.7% | +29.2% |
| 5Y | +122.0% | +60.4% | +61.6% | +55.1% |
| 10Y | +198.6% | +328.7% | -130.2% | +30.6% |
| All | +198.6% | +337.2% | -138.6% | +30.6% |
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