+89.9%
CVE vs WCN
+1,204.8%
-1,114.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.7% |
| 7D | +2.5% | -0.6% | +3.1% | +2.8% |
| 30D | +16.7% | +0.4% | +16.3% | +16.4% |
| 3M | +9.3% | +7.3% | +1.9% | +4.5% |
| 6M | +43.6% | -2.5% | +46.1% | +44.1% |
| YTD | +93.6% | -5.4% | +99.0% | +97.0% |
| 1Y | +98.8% | -8.5% | +107.2% | +105.0% |
| 3Y | +73.6% | +20.8% | +52.8% | +48.0% |
| 5Y | +312.5% | +30.0% | +282.5% | +229.5% |
| 10Y | +161.0% | +238.4% | -77.4% | +14.2% |
| All | +89.9% | +1,204.8% | -1,114.9% | -72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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