+4,683.6%
CVX vs WST
+12,330.1%
-7,646.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.1% |
| 7D | +3.3% | +0.7% | +2.6% | +3.2% |
| 30D | +12.9% | -3.1% | +16.0% | +13.6% |
| 3M | +11.7% | +7.2% | +4.5% | +9.9% |
| 6M | +14.1% | +36.8% | -22.7% | +6.4% |
| YTD | +40.7% | +23.8% | +16.8% | +33.5% |
| 1Y | +37.5% | +37.8% | -0.3% | +27.1% |
| 3Y | +43.9% | -15.9% | +59.8% | +39.7% |
| 5Y | +161.5% | -25.8% | +187.3% | +153.7% |
| 10Y | +215.1% | +319.6% | -104.5% | +90.3% |
| All | +4,683.6% | +12,330.1% | -7,646.5% | +1,447.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling