+209.5%
CVX vs WWD
+442.7%
-233.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.0% | +3.4% | +2.1% |
| 7D | +1.6% | +8.2% | -6.6% | -1.3% |
| 30D | -0.6% | -0.2% | -0.5% | -1.1% |
| 3M | +11.0% | -8.4% | +19.4% | +13.6% |
| 6M | +18.4% | -9.5% | +28.0% | +19.9% |
| YTD | +45.9% | +10.1% | +35.8% | +33.6% |
| 1Y | +46.7% | +21.6% | +25.1% | +27.9% |
| 3Y | +71.6% | +149.6% | -78.0% | +4.1% |
| 5Y | +131.4% | +191.3% | -59.9% | +25.0% |
| All | +209.5% | +442.7% | -233.2% | +20.4% |
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