+130.0%
CVX vs WY
-31.4%
+161.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.2% |
| 7D | +3.4% | -0.8% | +4.2% | +3.6% |
| 30D | -1.0% | +10.1% | -11.1% | -3.5% |
| 3M | +12.2% | -15.4% | +27.6% | +16.6% |
| 6M | +20.3% | -8.3% | +28.6% | +21.8% |
| YTD | +48.3% | -9.8% | +58.1% | +49.9% |
| 1Y | +46.9% | -3.9% | +50.8% | +45.5% |
| 3Y | +73.1% | -23.3% | +96.4% | +80.3% |
| All | +130.0% | -31.4% | +161.4% | +141.6% |
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