+219.2%
CVX vs WY
+7.6%
+211.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | +2.6% | -4.2% | +6.8% | +4.5% |
| 30D | +9.8% | -10.1% | +19.9% | +14.8% |
| 3M | +16.2% | -8.5% | +24.7% | +19.9% |
| 6M | +13.6% | -3.3% | +17.0% | +13.5% |
| YTD | +44.4% | -4.4% | +48.8% | +44.4% |
| 1Y | +40.6% | -11.5% | +52.1% | +45.2% |
| 3Y | +48.2% | -24.3% | +72.5% | +60.3% |
| 5Y | +172.3% | -21.3% | +193.6% | +178.5% |
| All | +219.2% | +7.6% | +211.6% | +149.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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