+219.2%
CVX vs WTW
+198.0%
+21.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +2.6% | -5.7% | +8.3% | +5.0% |
| 30D | +9.8% | -7.3% | +17.1% | +13.0% |
| 3M | +16.2% | +21.5% | -5.3% | +6.3% |
| 6M | +13.6% | +9.6% | +4.0% | +7.7% |
| YTD | +44.4% | -3.3% | +47.7% | +43.4% |
| 1Y | +40.6% | -6.1% | +46.7% | +41.3% |
| 3Y | +48.2% | +61.8% | -13.7% | +10.6% |
| 5Y | +172.3% | +42.7% | +129.6% | +111.0% |
| All | +219.2% | +198.0% | +21.1% | +77.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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