+167.0%
CVX vs WY
-22.2%
+189.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | +2.6% | -4.2% | +6.8% | +3.7% |
| 30D | +9.8% | -10.1% | +19.9% | +12.7% |
| 3M | +16.2% | -8.5% | +24.7% | +18.4% |
| 6M | +13.6% | -3.3% | +17.0% | +13.4% |
| YTD | +44.4% | -4.4% | +48.8% | +44.2% |
| 1Y | +40.6% | -11.5% | +52.1% | +43.6% |
| 3Y | +48.2% | -24.3% | +72.5% | +56.0% |
| All | +167.0% | -22.2% | +189.2% | +169.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling