+126.1%
CVX vs WWD
+188.4%
-62.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | -6.2% | +0.4% | -6.7% | -6.3% |
| 30D | -0.4% | -0.4% | +0.1% | -0.4% |
| 3M | +9.3% | -6.1% | +15.4% | +9.9% |
| 6M | +18.4% | -9.5% | +27.9% | +18.9% |
| YTD | +42.5% | +10.8% | +31.6% | +36.3% |
| 1Y | +41.0% | +23.5% | +17.5% | +31.6% |
| 3Y | +67.5% | +151.3% | -83.7% | +29.8% |
| 5Y | +126.1% | +187.8% | -61.7% | +64.0% |
| All | +126.1% | +188.4% | -62.2% | +64.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling