+148.6%
CVE vs WEC
+197.9%
-49.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.3% | +0.6% |
| 7D | +5.9% | +2.3% | +3.6% | +5.7% |
| 30D | -10.9% | +11.1% | -21.9% | -12.0% |
| 3M | -4.5% | +8.4% | -13.0% | -5.5% |
| 6M | -1.0% | +7.5% | -8.5% | -2.0% |
| YTD | +74.7% | +15.3% | +59.4% | +71.4% |
| 1Y | +65.8% | +9.7% | +56.1% | +63.6% |
| 3Y | +73.2% | +64.7% | +8.5% | +61.0% |
| 5Y | +155.6% | +57.3% | +98.3% | +138.9% |
| All | +148.6% | +197.9% | -49.4% | +161.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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