+162.3%
CVE vs WCC
+471.3%
-309.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.9% | -5.2% | -3.0% |
| 7D | +2.5% | +4.5% | -2.0% | +0.4% |
| 30D | +16.7% | -5.8% | +22.5% | +19.4% |
| 3M | +9.3% | -3.7% | +12.9% | +9.0% |
| 6M | +43.6% | +23.1% | +20.5% | +24.6% |
| YTD | +93.6% | +44.2% | +49.4% | +54.6% |
| 1Y | +98.8% | +62.1% | +36.7% | +47.7% |
| 3Y | +73.6% | +121.1% | -47.5% | -1.0% |
| 5Y | +312.5% | +214.0% | +98.5% | +71.0% |
| All | +162.3% | +471.3% | -309.1% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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