+214.5%
CVX vs WMB
+282.5%
-68.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.9% |
| 7D | +3.4% | +7.8% | -4.4% | -1.3% |
| 30D | -1.0% | -5.1% | +4.1% | +1.7% |
| 3M | +12.2% | -4.7% | +16.9% | +14.4% |
| 6M | +20.3% | -7.4% | +27.7% | +24.5% |
| YTD | +48.3% | +17.5% | +30.8% | +31.6% |
| 1Y | +46.9% | +19.5% | +27.4% | +28.9% |
| 3Y | +73.1% | +121.3% | -48.2% | -2.9% |
| 5Y | +135.2% | +200.5% | -65.3% | +7.5% |
| All | +214.5% | +282.5% | -68.0% | +7.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling