+4,775.6%
CVX vs WST
+14,518.0%
-9,742.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.0% | -0.5% |
| 7D | -9.7% | -3.1% | -6.6% | -9.2% |
| 30D | +3.6% | +9.1% | -5.5% | +1.8% |
| 3M | +13.3% | +14.7% | -1.4% | +10.2% |
| 6M | +16.9% | +28.0% | -11.1% | +10.8% |
| YTD | +43.4% | +45.6% | -2.3% | +31.6% |
| 1Y | +44.5% | +45.7% | -1.2% | +32.5% |
| 3Y | +64.0% | +21.1% | +42.9% | +47.1% |
| 5Y | +126.4% | +0.3% | +126.1% | +105.8% |
| 10Y | +209.4% | +449.0% | -239.7% | +76.4% |
| All | +4,775.6% | +14,518.0% | -9,742.4% | +1,425.8% |
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