+4,782.9%
CVX vs WM
+29,154.7%
-24,371.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.2% | -3.0% | -2.1% |
| 7D | -8.0% | +4.5% | -12.5% | -8.8% |
| 30D | +2.6% | +16.1% | -13.5% | -0.2% |
| 3M | +15.2% | +8.0% | +7.2% | +13.5% |
| 6M | +12.5% | +8.4% | +4.1% | +10.7% |
| YTD | +43.6% | +11.2% | +32.4% | +40.6% |
| 1Y | +45.0% | +22.3% | +22.7% | +39.5% |
| 3Y | +63.5% | +50.2% | +13.3% | +51.0% |
| 5Y | +126.8% | +63.3% | +63.5% | +105.5% |
| 10Y | +209.8% | +355.0% | -145.2% | +141.4% |
| All | +4,782.9% | +29,154.7% | -24,371.8% | +3,224.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling