+221.9%
CVX vs WST
+325.7%
-103.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.2% | +1.9% |
| 7D | +1.0% | -1.7% | +2.6% | +1.2% |
| 30D | +10.7% | -4.3% | +15.0% | +11.3% |
| 3M | +15.5% | +0.7% | +14.7% | +15.2% |
| 6M | +14.9% | +36.0% | -21.1% | +9.8% |
| YTD | +44.2% | +22.7% | +21.5% | +39.5% |
| 1Y | +43.5% | +34.1% | +9.4% | +36.8% |
| 3Y | +45.0% | -13.6% | +58.5% | +42.1% |
| 5Y | +172.2% | -26.0% | +198.1% | +170.9% |
| 10Y | +221.9% | +335.8% | -113.9% | +92.1% |
| All | +221.9% | +325.7% | -103.8% | +92.1% |
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