+4,942.5%
CVX vs WSM
+38,954.9%
-34,012.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.2% | +1.5% |
| 7D | +3.4% | 0.0% | +3.4% | +3.4% |
| 30D | -1.0% | +5.1% | -6.1% | -1.7% |
| 3M | +12.2% | +5.1% | +7.1% | +11.3% |
| 6M | +20.3% | +48.6% | -28.2% | +14.2% |
| YTD | +48.3% | +44.2% | +4.1% | +40.7% |
| 1Y | +46.9% | +38.1% | +8.8% | +40.0% |
| 3Y | +73.1% | +257.2% | -184.1% | +43.9% |
| 5Y | +135.2% | +165.1% | -29.9% | +98.1% |
| 10Y | +214.4% | +1,123.6% | -909.2% | +113.7% |
| All | +4,942.5% | +38,954.9% | -34,012.4% | +2,433.9% |
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