+73.2%
CVE vs WCC
+124.0%
-50.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.9% | -5.2% | -2.1% |
| 7D | +2.5% | +4.5% | -2.0% | +1.6% |
| 30D | +16.7% | -5.8% | +22.5% | +17.9% |
| 3M | +9.3% | -3.7% | +12.9% | +9.4% |
| 6M | +43.6% | +23.1% | +20.5% | +34.5% |
| YTD | +93.6% | +44.2% | +49.4% | +73.7% |
| 1Y | +98.8% | +62.1% | +36.7% | +71.6% |
| All | +73.2% | +124.0% | -50.8% | +42.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling