+214.5%
CVX vs WST
+456.5%
-242.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.5% |
| 7D | +3.4% | +4.2% | -0.8% | +2.9% |
| 30D | -1.0% | +11.2% | -12.2% | -2.3% |
| 3M | +12.2% | +20.4% | -8.2% | +9.5% |
| 6M | +20.3% | +37.9% | -17.5% | +15.2% |
| YTD | +48.3% | +51.8% | -3.5% | +39.6% |
| 1Y | +46.9% | +56.6% | -9.7% | +37.6% |
| 3Y | +73.1% | +24.2% | +48.9% | +60.5% |
| 5Y | +135.2% | +0.7% | +134.6% | +122.6% |
| All | +214.5% | +456.5% | -242.0% | +86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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