+37.5%
CVX vs WWD
+41.9%
-4.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.1% |
| 7D | +3.3% | +1.3% | +2.0% | +3.5% |
| 30D | +12.9% | -7.2% | +20.0% | +11.9% |
| 3M | +11.7% | -3.8% | +15.6% | +11.1% |
| 6M | +14.1% | -9.9% | +24.1% | +13.9% |
| YTD | +40.7% | +14.8% | +25.9% | +38.5% |
| 1Y | +37.5% | +42.1% | -4.6% | +32.9% |
| All | +37.5% | +41.9% | -4.4% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 1y: compounded portfolio wealth divided by compounded WWD 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…
1y analysis · Full analysis span regression · 6 months rolling