+1,188.5%
WDC vs CVX
+222.5%
+966.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.6% | -3.3% |
| 7D | -4.3% | +2.6% | -6.9% | -5.6% |
| 30D | -1.5% | +9.8% | -11.3% | -6.2% |
| 3M | -15.5% | +16.2% | -31.7% | -22.5% |
| 6M | +66.5% | +13.6% | +52.8% | +52.0% |
| YTD | +159.9% | +44.4% | +115.5% | +105.1% |
| 1Y | +366.0% | +40.6% | +325.4% | +271.4% |
| 3Y | +1,285.8% | +48.2% | +1,237.6% | +947.7% |
| 5Y | +925.6% | +172.3% | +753.3% | +401.1% |
| All | +1,188.5% | +222.5% | +966.0% | +514.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CVX.
Daily Out/Under-Performance
Portfolio return minus CVX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVX 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 CVX 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