+217.2%
CVX vs WPM
+545.0%
-327.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.7% | +3.2% | -0.2% |
| 7D | +0.7% | -3.6% | +4.3% | +1.0% |
| 30D | +9.1% | +12.5% | -3.3% | +7.9% |
| 3M | +13.1% | +40.6% | -27.5% | +9.4% |
| 6M | +16.3% | +0.5% | +15.7% | +15.6% |
| YTD | +43.5% | +29.0% | +14.5% | +38.0% |
| 1Y | +40.2% | +43.8% | -3.7% | +32.7% |
| 3Y | +44.2% | +266.3% | -222.0% | +19.6% |
| 5Y | +170.6% | +255.1% | -84.5% | +122.4% |
| All | +217.2% | +545.0% | -327.7% | +152.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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