+62.8%
CVE vs WCC
+940.0%
-877.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -9.6% | +6.8% | +1.7% |
| 7D | -14.1% | -21.9% | +7.8% | -3.9% |
| 30D | -11.6% | -25.4% | +13.8% | +0.4% |
| 3M | 0.0% | -23.1% | +23.1% | +11.2% |
| 6M | -8.4% | -18.1% | +9.7% | -3.6% |
| YTD | +65.9% | +17.7% | +48.2% | +42.3% |
| 1Y | +69.4% | +12.4% | +57.0% | +47.9% |
| 3Y | +55.9% | +105.9% | -50.0% | -11.0% |
| 5Y | +146.2% | +116.8% | +29.4% | +22.0% |
| 10Y | +140.6% | +456.1% | -315.4% | -38.2% |
| All | +62.8% | +940.0% | -877.3% | -70.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling