+198.8%
CVX vs WMB
+265.8%
-67.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.7% |
| 7D | -6.2% | -6.9% | +0.7% | -2.3% |
| 30D | -0.4% | -7.2% | +6.8% | +3.7% |
| 3M | +9.3% | -5.4% | +14.7% | +12.0% |
| 6M | +18.4% | -4.9% | +23.3% | +20.3% |
| YTD | +42.5% | +14.7% | +27.8% | +28.3% |
| 1Y | +41.0% | +14.7% | +26.3% | +26.8% |
| 3Y | +67.5% | +116.4% | -48.9% | -4.7% |
| 5Y | +126.1% | +198.5% | -72.4% | +3.6% |
| 10Y | +198.8% | +266.3% | -67.5% | +3.4% |
| All | +198.8% | +265.8% | -67.0% | +3.4% |
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 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