+4,683.6%
CVX vs WSM
+34,755.7%
-30,072.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.4% | -1.5% |
| 7D | +3.3% | -3.3% | +6.6% | +3.7% |
| 30D | +12.9% | -8.4% | +21.3% | +14.0% |
| 3M | +11.7% | +9.7% | +2.1% | +10.2% |
| 6M | +14.1% | +16.7% | -2.5% | +11.4% |
| YTD | +40.7% | +28.7% | +12.0% | +35.5% |
| 1Y | +37.5% | +13.7% | +23.8% | +34.2% |
| 3Y | +43.9% | +230.1% | -186.2% | +20.8% |
| 5Y | +161.5% | +179.0% | -17.5% | +119.0% |
| 10Y | +215.1% | +1,002.5% | -787.4% | +117.2% |
| All | +4,683.6% | +34,755.7% | -30,072.1% | +2,341.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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