+207.2%
CVX vs WST
+321.8%
-114.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.2% | +0.7% |
| 7D | -0.6% | -0.3% | -0.3% | -0.6% |
| 30D | +13.4% | -4.6% | +18.0% | +14.1% |
| 3M | +11.8% | +5.7% | +6.1% | +10.8% |
| 6M | +12.4% | +37.6% | -25.1% | +7.3% |
| YTD | +41.5% | +23.0% | +18.5% | +36.8% |
| 1Y | +41.6% | +33.8% | +7.8% | +35.0% |
| 3Y | +42.2% | -13.4% | +55.6% | +39.4% |
| 5Y | +166.0% | -27.0% | +192.9% | +165.9% |
| 10Y | +207.2% | +324.5% | -117.3% | +82.6% |
| All | +207.2% | +321.8% | -114.6% | +82.6% |
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