+221.9%
CVX vs WMB
+315.8%
-93.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.5% |
| 7D | +1.0% | 0.0% | +1.0% | +0.9% |
| 30D | +10.7% | +4.6% | +6.1% | +7.3% |
| 3M | +15.5% | +5.7% | +9.7% | +10.9% |
| 6M | +14.9% | +4.2% | +10.7% | +11.1% |
| YTD | +44.2% | +26.8% | +17.4% | +23.0% |
| 1Y | +43.5% | +34.7% | +8.8% | +17.1% |
| 3Y | +45.0% | +146.8% | -101.8% | -23.4% |
| 5Y | +172.2% | +285.0% | -112.9% | +7.1% |
| 10Y | +221.9% | +313.2% | -91.3% | +5.4% |
| All | +221.9% | +315.8% | -93.9% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded WMB 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling