+135.5%
CVE vs WEC
+186.5%
-51.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -10.0% | +1.4% | -11.4% | -10.2% |
| 30D | -11.9% | +12.8% | -24.6% | -13.2% |
| 3M | -5.9% | +11.2% | -17.2% | -7.2% |
| 6M | -1.6% | +6.6% | -8.2% | -2.5% |
| YTD | +66.3% | +13.8% | +52.4% | +63.3% |
| 1Y | +57.5% | +7.6% | +49.9% | +55.8% |
| 3Y | +65.4% | +62.2% | +3.2% | +54.1% |
| 5Y | +144.2% | +52.0% | +92.2% | +129.1% |
| 10Y | +135.5% | +189.4% | -53.9% | +143.3% |
| All | +135.5% | +186.5% | -51.0% | +143.3% |
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