+125.6%
CVX vs WST
-0.1%
+125.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.0% | -0.3% |
| 7D | -9.7% | -3.1% | -6.6% | -9.6% |
| 30D | +3.6% | +9.1% | -5.5% | +3.1% |
| 3M | +13.3% | +14.7% | -1.4% | +12.4% |
| 6M | +16.9% | +28.0% | -11.1% | +15.1% |
| YTD | +43.4% | +45.6% | -2.3% | +39.8% |
| 1Y | +44.5% | +45.7% | -1.2% | +40.8% |
| 3Y | +64.0% | +21.1% | +42.9% | +57.3% |
| All | +125.6% | -0.1% | +125.8% | +104.1% |
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 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