+428.1%
WMT vs CVX
+222.5%
+205.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.3% |
| 7D | 0.0% | +2.6% | -2.6% | -0.3% |
| 30D | -7.4% | +9.8% | -17.2% | -8.6% |
| 3M | -10.9% | +16.2% | -27.1% | -12.7% |
| 6M | -12.7% | +13.6% | -26.3% | -14.4% |
| YTD | -3.2% | +44.4% | -47.6% | -8.2% |
| 1Y | +5.3% | +40.6% | -35.3% | +0.1% |
| 3Y | +101.9% | +48.2% | +53.7% | +89.3% |
| 5Y | +134.6% | +172.3% | -37.7% | +100.0% |
| All | +428.1% | +222.5% | +205.6% | +348.1% |
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