+637.0%
CVX vs WU
-21.8%
+658.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.3% | +1.1% |
| 7D | +3.4% | -2.0% | +5.5% | +4.2% |
| 30D | -1.0% | +11.4% | -12.4% | -5.3% |
| 3M | +12.2% | -6.8% | +19.0% | +14.2% |
| 6M | +20.3% | -14.6% | +35.0% | +24.2% |
| YTD | +48.3% | -20.6% | +68.9% | +56.2% |
| 1Y | +46.9% | -15.4% | +62.3% | +50.4% |
| 3Y | +73.1% | -23.6% | +96.7% | +79.4% |
| 5Y | +135.2% | -43.4% | +178.6% | +166.3% |
| 10Y | +214.4% | -38.8% | +253.2% | +237.0% |
| All | +637.0% | -21.8% | +658.8% | +522.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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