+214.5%
CVX vs WWD
+439.4%
-224.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.3% | +1.9% |
| 7D | +3.4% | +4.0% | -0.5% | +1.9% |
| 30D | -1.0% | +0.4% | -1.4% | -1.6% |
| 3M | +12.2% | -7.9% | +20.1% | +14.6% |
| 6M | +20.3% | -10.6% | +31.0% | +22.4% |
| YTD | +48.3% | +9.4% | +38.9% | +36.1% |
| 1Y | +46.9% | +25.7% | +21.2% | +26.3% |
| 3Y | +73.1% | +148.5% | -75.4% | +5.2% |
| 5Y | +135.2% | +189.5% | -54.3% | +27.3% |
| All | +214.5% | +439.4% | -224.8% | +22.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling