+166.0%
CVX vs WWD
+192.1%
-26.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +0.8% |
| 7D | -0.6% | +0.8% | -1.4% | -0.7% |
| 30D | +13.4% | -6.4% | +19.9% | +14.3% |
| 3M | +11.8% | -5.6% | +17.5% | +11.9% |
| 6M | +12.4% | -9.1% | +21.5% | +12.5% |
| YTD | +41.5% | +12.5% | +29.0% | +35.3% |
| 1Y | +41.6% | +41.3% | +0.3% | +28.4% |
| 3Y | +42.2% | +170.2% | -128.0% | +8.1% |
| 5Y | +166.0% | +192.5% | -26.5% | +90.7% |
| All | +166.0% | +192.1% | -26.1% | +90.7% |
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 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