+3,178.5%
CVX vs WWD
+15,408.5%
-12,230.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.6% |
| 7D | +3.3% | +1.3% | +2.0% | +3.0% |
| 30D | +12.9% | -7.2% | +20.0% | +14.9% |
| 3M | +11.7% | -3.8% | +15.6% | +11.8% |
| 6M | +14.1% | -9.9% | +24.1% | +15.0% |
| YTD | +40.7% | +14.8% | +25.9% | +32.3% |
| 1Y | +37.5% | +42.1% | -4.6% | +21.2% |
| 3Y | +43.9% | +170.8% | -126.9% | +3.8% |
| 5Y | +161.5% | +197.5% | -36.1% | +79.9% |
| 10Y | +215.1% | +477.8% | -262.7% | +78.9% |
| All | +3,178.5% | +15,408.5% | -12,230.0% | +1,168.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling