+57.7%
CVE vs WCC
+110.7%
-53.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.7% | -1.0% |
| 7D | -16.1% | -14.7% | -1.4% | -13.4% |
| 30D | -10.4% | -20.1% | +9.7% | -6.6% |
| 3M | -2.4% | -21.2% | +18.8% | +1.8% |
| 6M | -4.4% | -19.2% | +14.7% | -1.5% |
| YTD | +64.9% | +20.2% | +44.7% | +52.1% |
| 1Y | +66.0% | +14.5% | +51.6% | +54.8% |
| 3Y | +57.7% | +115.1% | -57.5% | +7.1% |
| All | +57.7% | +110.7% | -53.0% | +7.1% |
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