+162.3%
CVE vs WEC
+141.2%
+21.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.2% |
| 7D | +2.5% | -0.3% | +2.8% | +2.5% |
| 30D | +16.7% | -1.3% | +18.0% | +16.9% |
| 3M | +9.3% | -3.9% | +13.2% | +9.7% |
| 6M | +43.6% | -8.3% | +51.9% | +45.0% |
| YTD | +93.6% | +3.1% | +90.5% | +92.6% |
| 1Y | +98.8% | +1.9% | +96.8% | +97.9% |
| 3Y | +73.6% | +41.9% | +31.7% | +64.6% |
| 5Y | +312.5% | +30.8% | +281.7% | +294.2% |
| All | +162.3% | +141.2% | +21.0% | +162.9% |
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