+162.6%
CVX vs WST
-25.7%
+188.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.2% |
| 7D | +3.3% | +0.7% | +2.6% | +3.3% |
| 30D | +12.9% | -3.1% | +16.0% | +13.1% |
| 3M | +11.7% | +7.2% | +4.5% | +11.2% |
| 6M | +14.1% | +36.8% | -22.7% | +11.8% |
| YTD | +40.7% | +23.8% | +16.8% | +38.6% |
| 1Y | +37.5% | +37.8% | -0.3% | +34.4% |
| 3Y | +43.9% | -15.9% | +59.8% | +42.0% |
| All | +162.6% | -25.7% | +188.3% | +136.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling